+1,920.9%
XEL vs ROK
+15,675.2%
-13,754.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +1.3% | +2.8% | -1.5% | +0.8% |
| 30D | -1.5% | -2.4% | +0.9% | -1.1% |
| 3M | -0.2% | -4.7% | +4.5% | +0.3% |
| 6M | -5.4% | +16.8% | -22.2% | -8.6% |
| YTD | +5.6% | +11.4% | -5.7% | +2.8% |
| 1Y | +10.5% | +26.2% | -15.7% | +4.9% |
| 3Y | +49.2% | +51.9% | -2.7% | +34.2% |
| 5Y | +30.1% | +46.4% | -16.3% | +16.0% |
| 10Y | +146.7% | +343.5% | -196.8% | +73.3% |
| All | +1,920.9% | +15,675.2% | -13,754.3% | +576.2% |
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