+6,487.3%
ROK vs SPYG
+561.6%
+5,925.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | +2.8% | +1.2% | +1.6% | +1.6% |
| 30D | -2.4% | -1.6% | -0.8% | -1.0% |
| 3M | -4.7% | +3.4% | -8.1% | -7.9% |
| 6M | +16.8% | +18.9% | -2.1% | -1.2% |
| YTD | +11.4% | +13.8% | -2.4% | -1.7% |
| 1Y | +26.2% | +20.6% | +5.6% | +5.3% |
| 3Y | +51.9% | +100.5% | -48.7% | -22.6% |
| 5Y | +46.4% | +84.6% | -38.2% | -20.1% |
| 10Y | +343.5% | +410.8% | -67.3% | -9.7% |
| All | +6,487.3% | +561.6% | +5,925.7% | +600.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling