+11,720.5%
ROK vs SPY
+3,091.8%
+8,628.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -3.3% | +0.1% | -3.4% | -3.4% |
| 3M | -5.9% | +2.0% | -7.9% | -7.9% |
| 6M | +13.9% | +13.0% | +0.8% | -0.4% |
| YTD | +12.6% | +13.5% | -1.0% | -1.8% |
| 1Y | +28.6% | +20.0% | +8.6% | +5.8% |
| 3Y | +45.1% | +77.2% | -32.1% | -21.7% |
| 5Y | +45.6% | +81.9% | -36.3% | -23.2% |
| 10Y | +345.0% | +314.1% | +31.0% | -2.5% |
| All | +11,720.5% | +3,091.8% | +8,628.7% | +349.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling