+3,036.2%
SPY vs ROK
+10,724.4%
-7,688.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | +2.6% | +7.1% | -4.5% | +0.2% |
| 30D | -2.0% | -5.0% | +3.0% | -0.6% |
| 3M | -2.8% | -9.4% | +6.6% | +0.2% |
| 6M | +2.1% | -11.0% | +13.1% | +5.3% |
| YTD | +11.5% | +4.4% | +7.0% | +7.9% |
| 1Y | +13.5% | +7.4% | +6.0% | +8.7% |
| 3Y | +77.7% | +61.0% | +16.7% | +43.1% |
| 5Y | +72.6% | +30.4% | +42.2% | +46.7% |
| 10Y | +308.2% | +264.8% | +43.4% | +132.8% |
| All | +3,036.2% | +10,724.4% | -7,688.2% | +524.1% |
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