+47.0%
ROK vs SPY
+81.0%
-33.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +0.2% | -0.4% | +0.5% | +0.6% |
| 30D | -1.8% | -1.4% | -0.4% | -0.2% |
| 3M | -7.2% | +3.7% | -10.9% | -11.2% |
| 6M | +14.2% | +13.0% | +1.2% | -1.0% |
| YTD | +10.6% | +12.4% | -1.8% | -3.3% |
| 1Y | +25.9% | +18.5% | +7.4% | +3.8% |
| 3Y | +50.8% | +77.6% | -26.9% | -21.1% |
| 5Y | +47.0% | +81.7% | -34.6% | -26.0% |
| All | +47.0% | +81.0% | -33.9% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling