+67.8%
CSX vs ROK
+46.3%
+21.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.4% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | -3.1% | -3.3% | +0.2% | -2.0% |
| 3M | +7.2% | -5.9% | +13.0% | +8.7% |
| 6M | +16.2% | +13.9% | +2.3% | +9.9% |
| YTD | +37.5% | +12.6% | +25.0% | +30.2% |
| 1Y | +53.2% | +28.6% | +24.6% | +38.1% |
| 3Y | +68.2% | +45.1% | +23.1% | +40.8% |
| All | +67.8% | +46.3% | +21.5% | +37.7% |
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