+46.4%
ROK vs SPG
+106.4%
-60.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.7% |
| 7D | +2.8% | 0.0% | +2.8% | +2.7% |
| 30D | -2.4% | -4.9% | +2.5% | +0.2% |
| 3M | -4.7% | +3.3% | -8.0% | -6.7% |
| 6M | +16.8% | +11.2% | +5.5% | +9.6% |
| YTD | +11.4% | +17.1% | -5.7% | +1.5% |
| 1Y | +26.2% | +21.6% | +4.6% | +12.3% |
| 3Y | +51.9% | +111.9% | -60.0% | -2.1% |
| 5Y | +46.4% | +106.9% | -60.6% | -10.4% |
| All | +46.4% | +106.4% | -60.0% | -10.4% |
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 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