+68.6%
CSX vs ROK
+49.7%
+18.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.0% |
| 7D | -5.5% | -13.8% | +8.3% | -2.0% |
| 30D | +4.9% | -14.9% | +19.9% | +9.1% |
| 3M | -2.9% | -14.7% | +11.8% | +0.9% |
| 6M | +8.3% | -17.7% | +26.0% | +13.0% |
| YTD | +36.7% | -2.5% | +39.2% | +34.4% |
| 1Y | +41.5% | +2.3% | +39.2% | +36.9% |
| 3Y | +68.6% | +52.7% | +15.9% | +31.9% |
| All | +68.6% | +49.7% | +18.9% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling