+252.8%
SPOT vs ROK
+195.7%
+57.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | -3.1% | -1.2% | -1.8% | -2.6% |
| 30D | +7.4% | -4.8% | +12.2% | +9.2% |
| 3M | +8.2% | -6.1% | +14.3% | +9.9% |
| 6M | +2.2% | +15.5% | -13.3% | -5.0% |
| YTD | -9.5% | +11.2% | -20.6% | -14.9% |
| 1Y | -23.8% | +23.8% | -47.7% | -31.6% |
| 3Y | +233.5% | +53.1% | +180.3% | +163.7% |
| 5Y | +112.2% | +48.3% | +63.9% | +63.9% |
| All | +252.8% | +195.7% | +57.2% | +105.3% |
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