+25.0%
ROK vs XHB
+5.8%
+19.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -3.3% |
| 7D | 0.0% | +9.7% | -9.7% | -5.0% |
| 30D | -2.5% | +11.7% | -14.1% | -8.4% |
| 3M | 0.0% | -1.4% | +1.4% | +1.0% |
| 6M | +11.6% | +6.8% | +4.8% | +6.6% |
| YTD | +15.2% | +5.5% | +9.7% | +12.0% |
| 1Y | +25.0% | +5.1% | +19.9% | +21.6% |
| All | +25.0% | +5.8% | +19.2% | +21.6% |
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