+147.8%
XEL vs ROK
+357.9%
-210.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.1% |
| 7D | -0.3% | -1.2% | +1.0% | -0.1% |
| 30D | -3.9% | -4.8% | +0.9% | -3.2% |
| 3M | -2.8% | -6.1% | +3.3% | -2.1% |
| 6M | -5.4% | +15.5% | -20.9% | -8.2% |
| YTD | +3.8% | +11.2% | -7.4% | +1.1% |
| 1Y | +6.8% | +23.8% | -17.0% | +2.0% |
| 3Y | +45.6% | +53.1% | -7.5% | +31.1% |
| 5Y | +30.7% | +48.3% | -17.6% | +16.1% |
| All | +147.8% | +357.9% | -210.1% | +88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling