+28.6%
ROK vs SPXS
-40.2%
+68.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.9% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -3.3% | +0.8% | -4.1% | -2.8% |
| 3M | -5.9% | -4.7% | -1.1% | -6.9% |
| 6M | +13.9% | -29.6% | +43.5% | -0.6% |
| YTD | +12.6% | -29.8% | +42.4% | -0.8% |
| 1Y | +28.6% | -38.9% | +67.5% | +6.7% |
| All | +28.6% | -40.2% | +68.8% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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