+28.6%
ROK vs SPG
+21.3%
+7.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +0.7% | -2.4% | +3.1% | +1.6% |
| 30D | -3.3% | -6.8% | +3.5% | -0.7% |
| 3M | -5.9% | +2.7% | -8.5% | -7.4% |
| 6M | +13.9% | +5.5% | +8.4% | +10.5% |
| YTD | +12.6% | +15.7% | -3.1% | +6.1% |
| 1Y | +28.6% | +20.9% | +7.7% | +18.9% |
| All | +28.6% | +21.3% | +7.3% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling