+926.8%
XBI vs ROK
+916.0%
+10.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -3.6% | +0.2% | -3.8% | -3.7% |
| 30D | +0.9% | -1.8% | +2.7% | +1.6% |
| 3M | +21.4% | -7.2% | +28.6% | +24.4% |
| 6M | +25.5% | +14.2% | +11.3% | +17.1% |
| YTD | +30.8% | +10.6% | +20.3% | +23.3% |
| 1Y | +68.6% | +25.9% | +42.7% | +50.0% |
| 3Y | +103.9% | +50.8% | +53.2% | +61.7% |
| 5Y | +20.8% | +47.0% | -26.3% | -5.3% |
| 10Y | +164.0% | +354.9% | -190.9% | +20.4% |
| All | +926.8% | +916.0% | +10.8% | +189.3% |
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