+287.8%
ROKT vs SPY
+217.9%
+69.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | +0.7% | +0.5% | +0.1% | +0.1% |
| 30D | -9.0% | -0.9% | -8.0% | -8.1% |
| 3M | -9.1% | +3.9% | -12.9% | -12.4% |
| 6M | +6.9% | +14.5% | -7.6% | -6.1% |
| YTD | +28.5% | +12.9% | +15.6% | +14.5% |
| 1Y | +52.0% | +19.4% | +32.7% | +28.6% |
| 3Y | +170.8% | +78.5% | +92.4% | +54.8% |
| 5Y | +177.6% | +81.8% | +95.8% | +54.8% |
| All | +287.8% | +217.9% | +69.9% | +23.6% |
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