+168.8%
XLB vs ROK
+273.4%
-104.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.7% |
| 7D | -1.6% | -8.5% | +6.9% | +1.7% |
| 30D | +7.2% | -6.4% | +13.6% | +9.6% |
| 3M | 0.0% | -8.8% | +8.9% | +3.3% |
| 6M | +2.3% | -10.5% | +12.8% | +5.7% |
| YTD | +18.4% | +5.4% | +13.0% | +12.8% |
| 1Y | +23.3% | +5.0% | +18.4% | +17.5% |
| 3Y | +45.2% | +64.3% | -19.1% | +7.1% |
| 5Y | +31.0% | +34.0% | -3.0% | +3.9% |
| 10Y | +168.8% | +268.2% | -99.4% | +27.2% |
| All | +168.8% | +273.4% | -104.7% | +27.2% |
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 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