+2,502.1%
SOXX vs ROK
+4,559.8%
-2,057.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.1% |
| 7D | +3.0% | -1.6% | +4.6% | +4.0% |
| 30D | -3.1% | -5.4% | +2.3% | +0.1% |
| 3M | -4.4% | -4.0% | -0.4% | -2.0% |
| 6M | +52.9% | +13.3% | +39.5% | +42.9% |
| YTD | +72.0% | +9.3% | +62.7% | +63.4% |
| 1Y | +105.1% | +25.8% | +79.3% | +80.0% |
| 3Y | +220.6% | +49.1% | +171.5% | +148.2% |
| 5Y | +244.8% | +45.9% | +198.9% | +166.9% |
| 10Y | +1,537.1% | +349.9% | +1,187.3% | +545.5% |
| All | +2,502.1% | +4,559.8% | -2,057.7% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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