+790.8%
ROK vs XME
+170.7%
+620.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.4% |
| 7D | +7.1% | +0.3% | +6.8% | +6.8% |
| 30D | -5.0% | -6.1% | +1.2% | -1.6% |
| 3M | -9.4% | -18.6% | +9.2% | +0.6% |
| 6M | -11.0% | -23.9% | +12.9% | +1.4% |
| YTD | +4.4% | -9.3% | +13.8% | +7.6% |
| 1Y | +7.4% | +1.8% | +5.7% | +3.9% |
| 3Y | +61.0% | +93.0% | -32.0% | +9.0% |
| 5Y | +30.4% | +107.0% | -76.6% | -18.4% |
| 10Y | +264.8% | +266.9% | -2.2% | +54.5% |
| All | +790.8% | +170.7% | +620.1% | +237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling