+143.7%
XLC vs ROK
+187.2%
-43.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | +0.5% | -1.2% | +1.8% | +0.9% |
| 30D | +2.1% | -4.8% | +6.9% | +3.8% |
| 3M | +0.7% | -6.1% | +6.8% | +2.2% |
| 6M | -3.2% | +15.5% | -18.7% | -9.2% |
| YTD | -3.8% | +11.2% | -15.0% | -8.9% |
| 1Y | -2.0% | +23.8% | -25.9% | -11.0% |
| 3Y | +71.4% | +53.1% | +18.2% | +38.8% |
| 5Y | +40.7% | +48.3% | -7.6% | +12.0% |
| All | +143.7% | +187.2% | -43.5% | +39.9% |
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