+282.1%
ROKT vs SPY
+217.2%
+64.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | 0.0% |
| 7D | -1.1% | -0.8% | -0.3% | -0.3% |
| 30D | -11.6% | -1.1% | -10.5% | -10.6% |
| 3M | -13.4% | +3.9% | -17.3% | -16.6% |
| 6M | +5.0% | +13.6% | -8.7% | -7.1% |
| YTD | +26.6% | +12.7% | +14.0% | +13.1% |
| 1Y | +47.5% | +17.5% | +30.0% | +26.7% |
| 3Y | +168.4% | +76.9% | +91.5% | +54.8% |
| 5Y | +174.6% | +83.6% | +91.0% | +51.5% |
| All | +282.1% | +217.2% | +64.9% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling