+25.0%
ROK vs SPG
+34.3%
-9.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.4% |
| 7D | 0.0% | +8.2% | -8.2% | -2.4% |
| 30D | -2.5% | +13.5% | -15.9% | -6.4% |
| 3M | 0.0% | +2.2% | -2.2% | -0.1% |
| 6M | +11.6% | +15.9% | -4.3% | +4.8% |
| YTD | +15.2% | +27.6% | -12.4% | +4.4% |
| 1Y | +25.0% | +30.9% | -5.9% | +12.4% |
| All | +25.0% | +34.3% | -9.3% | +12.4% |
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