+45.9%
ROK vs SPYG
+82.6%
-36.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.4% |
| 7D | -1.6% | -1.8% | +0.2% | 0.0% |
| 30D | -5.4% | -1.9% | -3.5% | -3.8% |
| 3M | -4.0% | +5.2% | -9.1% | -8.3% |
| 6M | +13.3% | +15.6% | -2.2% | -0.3% |
| YTD | +9.3% | +12.4% | -3.1% | -1.5% |
| 1Y | +25.8% | +17.5% | +8.4% | +9.1% |
| 3Y | +49.1% | +98.1% | -49.0% | -19.1% |
| 5Y | +45.9% | +84.9% | -39.1% | -19.5% |
| All | +45.9% | +82.6% | -36.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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