+341.2%
ROK vs CLX
-2.6%
+343.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -1.6% | -5.9% | +4.2% | -0.7% |
| 30D | -5.4% | -17.0% | +11.6% | -2.8% |
| 3M | -4.0% | -9.6% | +5.6% | -2.8% |
| 6M | +13.3% | -21.5% | +34.9% | +17.1% |
| YTD | +9.3% | -8.8% | +18.2% | +10.3% |
| 1Y | +25.8% | -24.7% | +50.5% | +30.7% |
| 3Y | +49.1% | -35.6% | +84.7% | +58.3% |
| 5Y | +45.9% | -37.6% | +83.5% | +53.6% |
| All | +341.2% | -2.6% | +343.7% | +320.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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