+45.9%
ROK vs XHB
+30.4%
+15.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | +0.5% |
| 7D | -1.6% | -5.2% | +3.6% | +2.0% |
| 30D | -5.4% | -12.1% | +6.7% | +3.1% |
| 3M | -4.0% | -6.2% | +2.3% | -0.4% |
| 6M | +13.3% | -6.7% | +20.0% | +17.8% |
| YTD | +9.3% | -5.5% | +14.8% | +12.4% |
| 1Y | +25.8% | -15.6% | +41.5% | +39.5% |
| 3Y | +49.1% | +22.0% | +27.1% | +25.0% |
| 5Y | +45.9% | +31.8% | +14.0% | +12.4% |
| All | +45.9% | +30.4% | +15.5% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling