+823.0%
XLB vs ROK
+4,993.2%
-4,170.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | 0.0% | +6.1% | -6.1% | -2.5% |
| 30D | +5.3% | -6.5% | +11.8% | +7.6% |
| 3M | 0.0% | -10.2% | +10.2% | +3.9% |
| 6M | +1.2% | -10.6% | +11.9% | +4.7% |
| YTD | +16.9% | +4.9% | +12.0% | +11.8% |
| 1Y | +20.9% | +3.8% | +17.1% | +16.1% |
| 3Y | +43.3% | +63.5% | -20.2% | +7.8% |
| 5Y | +28.3% | +30.9% | -2.6% | +3.7% |
| 10Y | +165.3% | +266.4% | -101.0% | +30.3% |
| All | +823.0% | +4,993.2% | -4,170.2% | +49.4% |
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