+14,784.9%
SPGI vs ROK
+14,499.9%
+284.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.2% |
| 7D | +1.6% | -11.0% | +12.6% | +5.4% |
| 30D | +16.1% | -8.2% | +24.3% | +18.9% |
| 3M | +15.5% | -8.5% | +23.9% | +18.1% |
| 6M | +19.6% | -12.0% | +31.6% | +23.1% |
| YTD | -3.6% | +3.1% | -6.7% | -7.0% |
| 1Y | +2.2% | +2.9% | -0.6% | -1.5% |
| 3Y | +30.1% | +60.7% | -30.5% | +2.8% |
| 5Y | +14.9% | +29.5% | -14.6% | -3.4% |
| 10Y | +334.0% | +262.6% | +71.4% | +147.0% |
| All | +14,784.9% | +14,499.9% | +284.9% | +2,948.5% |
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