+409.0%
CSX vs ROK
+270.1%
+138.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.3% |
| 7D | +0.7% | -11.0% | +11.7% | +5.5% |
| 30D | +8.1% | -8.2% | +16.3% | +11.4% |
| 3M | +2.2% | -8.5% | +10.7% | +5.3% |
| 6M | +14.6% | -12.0% | +26.6% | +19.0% |
| YTD | +42.2% | +3.1% | +39.1% | +35.8% |
| 1Y | +47.3% | +2.9% | +44.4% | +40.7% |
| 3Y | +73.5% | +60.7% | +12.9% | +26.4% |
| 5Y | +54.1% | +29.5% | +24.6% | +21.9% |
| 10Y | +409.0% | +262.6% | +146.4% | +110.4% |
| All | +409.0% | +270.1% | +138.9% | +110.4% |
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