+3,552.0%
ROG vs SPY
+3,091.8%
+460.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -3.3% | +0.1% | -3.4% | -3.3% |
| 3M | -12.3% | +2.0% | -14.3% | -13.6% |
| 6M | +16.4% | +13.0% | +3.4% | +4.0% |
| YTD | +39.6% | +13.5% | +26.0% | +24.0% |
| 1Y | +60.3% | +20.0% | +40.3% | +35.0% |
| 3Y | -12.6% | +77.2% | -89.8% | -49.1% |
| 5Y | -38.2% | +81.9% | -120.1% | -65.8% |
| 10Y | +127.2% | +314.1% | -186.9% | -40.2% |
| All | +3,552.0% | +3,091.8% | +460.2% | +186.8% |
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