+13,845.6%
SPGI vs ROK
+15,847.2%
-2,001.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | +0.1% | +0.7% | -0.5% | -0.1% |
| 30D | +8.4% | -3.3% | +11.7% | +9.6% |
| 3M | +11.8% | -5.9% | +17.7% | +13.3% |
| 6M | +5.7% | +13.9% | -8.2% | -0.6% |
| YTD | -9.7% | +12.6% | -22.3% | -15.0% |
| 1Y | -12.5% | +28.6% | -41.1% | -21.8% |
| 3Y | +21.8% | +45.1% | -23.3% | +0.5% |
| 5Y | +8.2% | +45.6% | -37.4% | -12.3% |
| 10Y | +309.5% | +345.0% | -35.5% | +118.5% |
| All | +13,845.6% | +15,847.2% | -2,001.6% | +2,687.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling