+1,861.6%
ROK vs SPXU
-100.0%
+1,961.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.8% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -3.3% | +0.8% | -4.1% | -2.9% |
| 3M | -5.9% | -4.7% | -1.2% | -6.7% |
| 6M | +13.9% | -29.6% | +43.5% | +0.8% |
| YTD | +12.6% | -29.9% | +42.5% | +0.3% |
| 1Y | +28.6% | -39.1% | +67.7% | +9.3% |
| 3Y | +45.1% | -80.0% | +125.1% | -11.5% |
| 5Y | +45.6% | -86.0% | +131.6% | -7.4% |
| 10Y | +345.0% | -99.5% | +444.6% | -0.4% |
| All | +1,861.6% | -100.0% | +1,961.6% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling