+348.5%
ROK vs XHB
+215.4%
+133.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.5% |
| 7D | -1.2% | -4.6% | +3.4% | +2.1% |
| 30D | -4.8% | -9.1% | +4.3% | +1.8% |
| 3M | -6.1% | -8.6% | +2.5% | -0.6% |
| 6M | +15.5% | -4.0% | +19.5% | +17.9% |
| YTD | +11.2% | -3.9% | +15.1% | +13.1% |
| 1Y | +23.8% | -16.5% | +40.3% | +39.0% |
| 3Y | +53.1% | +22.6% | +30.6% | +26.8% |
| 5Y | +48.3% | +33.9% | +14.3% | +12.7% |
| All | +348.5% | +215.4% | +133.1% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling