+170.9%
ROKT vs SPY
+80.7%
+90.2%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.3% |
| 7D | -1.7% | -2.0% | +0.3% | +0.3% |
| 30D | -11.5% | -1.7% | -9.8% | -10.0% |
| 3M | -7.8% | +4.7% | -12.6% | -11.8% |
| 6M | +3.7% | +12.5% | -8.8% | -7.1% |
| YTD | +25.5% | +11.7% | +13.8% | +13.4% |
| 1Y | +49.5% | +17.5% | +32.1% | +29.2% |
| 3Y | +164.6% | +76.6% | +88.0% | +59.5% |
| All | +170.9% | +80.7% | +90.2% | +58.2% |
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