+576.6%
SPMO vs ROK
+400.7%
+175.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | +3.4% | +2.8% | +0.6% | +2.4% |
| 30D | +0.5% | -2.4% | +2.9% | +1.4% |
| 3M | +1.9% | -4.7% | +6.6% | +3.5% |
| 6M | +27.8% | +16.8% | +11.1% | +20.8% |
| YTD | +26.7% | +11.4% | +15.3% | +21.3% |
| 1Y | +28.9% | +26.2% | +2.7% | +18.0% |
| 3Y | +160.7% | +51.9% | +108.8% | +117.4% |
| 5Y | +150.2% | +46.4% | +103.8% | +105.6% |
| 10Y | +517.5% | +343.5% | +174.0% | +271.7% |
| All | +576.6% | +400.7% | +175.9% | +300.6% |
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