+28.6%
ROK vs XHB
-9.3%
+37.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.7% |
| 7D | +0.7% | -1.3% | +2.0% | +1.5% |
| 30D | -3.3% | -6.9% | +3.6% | +0.8% |
| 3M | -5.9% | -1.3% | -4.6% | -5.7% |
| 6M | +13.9% | -6.8% | +20.7% | +17.4% |
| YTD | +12.6% | +0.7% | +11.8% | +12.0% |
| 1Y | +28.6% | -11.2% | +39.8% | +36.3% |
| All | +28.6% | -9.3% | +37.8% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling