+348.5%
ROK vs SPXU
-99.6%
+448.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +0.7% |
| 7D | -1.2% | +2.5% | -3.7% | -0.2% |
| 30D | -4.8% | +4.2% | -9.0% | -3.1% |
| 3M | -6.1% | -9.3% | +3.2% | -9.0% |
| 6M | +15.5% | -30.7% | +46.2% | +2.5% |
| YTD | +11.2% | -28.1% | +39.3% | +0.9% |
| 1Y | +23.8% | -35.2% | +59.1% | +9.1% |
| 3Y | +53.1% | -79.9% | +133.1% | -2.7% |
| 5Y | +48.3% | -86.4% | +134.7% | -2.8% |
| All | +348.5% | -99.6% | +448.1% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling