+47.0%
ROK vs XME
+183.2%
-136.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | -1.8% | +1.4% | -3.2% | -2.6% |
| 3M | -7.2% | +2.7% | -9.9% | -8.9% |
| 6M | +14.2% | +6.5% | +7.6% | +9.5% |
| YTD | +10.6% | +15.2% | -4.6% | +1.7% |
| 1Y | +25.9% | +43.5% | -17.6% | +3.1% |
| 3Y | +50.8% | +135.9% | -85.1% | -3.4% |
| 5Y | +47.0% | +181.5% | -134.4% | -10.9% |
| All | +47.0% | +183.2% | -136.2% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling