+72.6%
SPY vs ROK
+30.4%
+42.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | +2.6% | +7.1% | -4.5% | +0.3% |
| 30D | -2.0% | -5.0% | +3.0% | -0.7% |
| 3M | -2.8% | -9.4% | +6.6% | 0.0% |
| 6M | +2.1% | -11.0% | +13.1% | +5.2% |
| YTD | +11.5% | +4.4% | +7.0% | +7.8% |
| 1Y | +13.5% | +7.4% | +6.0% | +8.5% |
| 3Y | +77.7% | +61.0% | +16.7% | +40.7% |
| All | +72.6% | +30.4% | +42.2% | +44.5% |
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 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