+2,371.1%
ROK vs SPXS
-100.0%
+2,471.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -0.4% |
| 7D | +2.8% | -1.5% | +4.3% | +2.1% |
| 30D | -2.4% | +3.7% | -6.1% | -0.7% |
| 3M | -4.7% | -9.6% | +4.9% | -7.9% |
| 6M | +16.8% | -32.4% | +49.1% | +1.1% |
| YTD | +11.4% | -28.7% | +40.0% | -0.4% |
| 1Y | +26.2% | -38.1% | +64.3% | +7.4% |
| 3Y | +51.9% | -80.1% | +132.0% | -9.2% |
| 5Y | +46.4% | -85.9% | +132.3% | -8.1% |
| 10Y | +343.5% | -99.5% | +443.0% | -5.4% |
| All | +2,371.1% | -100.0% | +2,471.1% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling