+25.0%
ROK vs XME
+5.2%
+19.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.1% |
| 7D | 0.0% | -5.5% | +5.5% | +2.4% |
| 30D | -2.5% | -11.1% | +8.6% | +2.3% |
| 3M | 0.0% | -11.1% | +11.1% | +4.4% |
| 6M | +11.6% | -18.0% | +29.6% | +20.4% |
| YTD | +15.2% | -7.4% | +22.6% | +14.8% |
| 1Y | +25.0% | +6.7% | +18.3% | +14.9% |
| All | +25.0% | +5.2% | +19.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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