+254.8%
SPOT vs ROK
+196.2%
+58.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -2.1% |
| 7D | -2.9% | +2.8% | -5.6% | -3.8% |
| 30D | +8.3% | -2.4% | +10.7% | +9.1% |
| 3M | +5.1% | -4.7% | +9.8% | +5.9% |
| 6M | -6.5% | +16.8% | -23.2% | -13.5% |
| YTD | -9.0% | +11.4% | -20.3% | -14.5% |
| 1Y | -26.4% | +26.2% | -52.6% | -34.4% |
| 3Y | +240.0% | +51.9% | +188.2% | +169.9% |
| 5Y | +111.7% | +46.4% | +65.4% | +64.2% |
| All | +254.8% | +196.2% | +58.6% | +106.3% |
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 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