+61.0%
ROK vs SPG
+135.6%
-74.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | +7.1% | +2.0% | +5.1% | +6.0% |
| 30D | -5.0% | +17.2% | -22.2% | -12.5% |
| 3M | -9.4% | +6.3% | -15.7% | -12.3% |
| 6M | -11.0% | +18.7% | -29.7% | -19.2% |
| YTD | +4.4% | +30.1% | -25.6% | -10.0% |
| 1Y | +7.4% | +32.8% | -25.3% | -8.5% |
| 3Y | +61.0% | +133.6% | -72.6% | +0.4% |
| All | +61.0% | +135.6% | -74.6% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling