+296.4%
SPGI vs ROK
+343.9%
-47.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.8% | -2.3% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +2.0% | -1.8% | +3.8% | +2.7% |
| 3M | +4.3% | -7.2% | +11.5% | +6.5% |
| 6M | -0.2% | +14.2% | -14.4% | -7.6% |
| YTD | -14.8% | +10.6% | -25.4% | -20.3% |
| 1Y | -18.5% | +25.9% | -44.4% | -28.5% |
| 3Y | +16.0% | +50.8% | -34.8% | -10.7% |
| 5Y | +2.2% | +47.0% | -44.8% | -22.6% |
| 10Y | +296.4% | +354.9% | -58.5% | +70.4% |
| All | +296.4% | +343.9% | -47.5% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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