+34.0%
ROK vs SPG
+86.1%
-52.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | -8.5% | +2.7% | -11.2% | -9.7% |
| 30D | -6.4% | +16.6% | -23.0% | -13.9% |
| 3M | -8.8% | +8.1% | -16.9% | -12.7% |
| 6M | -10.5% | +19.3% | -29.8% | -19.2% |
| YTD | +5.4% | +31.1% | -25.7% | -9.8% |
| 1Y | +5.0% | +32.8% | -27.8% | -10.8% |
| 3Y | +64.3% | +135.8% | -71.5% | -0.3% |
| 5Y | +34.0% | +85.1% | -51.1% | -14.3% |
| All | +34.0% | +86.1% | -52.2% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling