+30.5%
XEL vs ROK
+44.8%
-14.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -1.2% | -1.6% | +0.4% | -1.0% |
| 30D | -2.9% | -5.4% | +2.5% | -2.3% |
| 3M | -2.7% | -4.0% | +1.2% | -2.5% |
| 6M | -6.5% | +13.3% | -19.9% | -8.4% |
| YTD | +3.6% | +9.3% | -5.7% | +1.8% |
| 1Y | +7.5% | +25.8% | -18.3% | +3.6% |
| 3Y | +46.3% | +49.1% | -2.8% | +35.5% |
| 5Y | +30.5% | +45.9% | -15.3% | +15.5% |
| All | +30.5% | +44.8% | -14.2% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling