+820.5%
XLB vs ROK
+5,366.4%
-4,545.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.9% |
| 7D | -1.4% | +0.7% | -2.1% | -1.7% |
| 30D | -0.4% | -3.3% | +2.9% | +1.0% |
| 3M | +2.0% | -5.9% | +7.8% | +4.0% |
| 6M | +1.8% | +13.9% | -12.0% | -4.9% |
| YTD | +16.6% | +12.6% | +4.0% | +9.0% |
| 1Y | +16.9% | +28.6% | -11.7% | +2.8% |
| 3Y | +32.6% | +45.1% | -12.6% | +6.0% |
| 5Y | +35.6% | +45.6% | -9.9% | +5.3% |
| 10Y | +160.0% | +345.0% | -185.0% | +17.9% |
| All | +820.5% | +5,366.4% | -4,545.8% | +45.7% |
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