+110.6%
SPOT vs ROK
+44.8%
+65.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -6.9% | -1.6% | -5.2% | -6.3% |
| 30D | +4.1% | -5.4% | +9.6% | +6.3% |
| 3M | +3.7% | -4.0% | +7.7% | +4.2% |
| 6M | -1.6% | +13.3% | -14.9% | -8.9% |
| YTD | -10.2% | +9.3% | -19.5% | -15.8% |
| 1Y | -25.9% | +25.8% | -51.7% | -35.2% |
| 3Y | +235.6% | +49.1% | +186.5% | +155.7% |
| 5Y | +110.6% | +45.9% | +64.7% | +45.9% |
| All | +110.6% | +44.8% | +65.8% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling