+3,384.6%
ROG vs SPY
+2,954.7%
+429.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.1% |
| 7D | -8.3% | -2.7% | -5.6% | -5.6% |
| 30D | -20.8% | -5.4% | -15.4% | -15.9% |
| 3M | -8.8% | -4.1% | -4.7% | -4.4% |
| 6M | -13.3% | +0.7% | -14.0% | -12.9% |
| YTD | +33.2% | +8.7% | +24.5% | +24.2% |
| 1Y | +44.4% | +10.9% | +33.5% | +32.1% |
| 3Y | +3.1% | +75.0% | -71.9% | -38.8% |
| 5Y | -54.7% | +67.8% | -122.5% | -72.8% |
| 10Y | +80.5% | +312.9% | -232.4% | -52.0% |
| All | +3,384.6% | +2,954.7% | +429.9% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling