+25.0%
ROK vs SPXS
-30.2%
+55.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -2.8% |
| 7D | 0.0% | +2.2% | -2.1% | +1.2% |
| 30D | -2.5% | +3.8% | -6.2% | -0.4% |
| 3M | 0.0% | +3.3% | -3.3% | +2.3% |
| 6M | +11.6% | -16.7% | +28.2% | +3.8% |
| YTD | +15.2% | -28.5% | +43.7% | +2.9% |
| 1Y | +25.0% | -30.4% | +55.4% | +11.1% |
| All | +25.0% | -30.2% | +55.2% | +11.1% |
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