+316.9%
SPYM vs ROK
+357.9%
-41.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.1% |
| 7D | -1.0% | -1.2% | +0.2% | -0.6% |
| 30D | -1.3% | -4.8% | +3.5% | +0.5% |
| 3M | +3.6% | -6.1% | +9.7% | +5.5% |
| 6M | +13.3% | +15.5% | -2.2% | +6.0% |
| YTD | +12.4% | +11.2% | +1.3% | +6.3% |
| 1Y | +17.3% | +23.8% | -6.6% | +6.1% |
| 3Y | +76.8% | +53.1% | +23.6% | +41.5% |
| 5Y | +83.6% | +48.3% | +35.4% | +44.6% |
| All | +316.9% | +357.9% | -41.0% | +112.3% |
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