+25.0%
ROK vs SPXU
-30.4%
+55.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | 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% | +28.3% | +3.8% |
| YTD | +15.2% | -28.6% | +43.8% | +2.8% |
| 1Y | +25.0% | -30.6% | +55.6% | +10.9% |
| All | +25.0% | -30.4% | +55.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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