+37.6%
XLC vs ROK
+45.0%
-7.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | -0.9% | -1.8% | +0.9% | -0.4% |
| 3M | -0.3% | -7.2% | +6.9% | +1.4% |
| 6M | -5.2% | +14.2% | -19.3% | -10.5% |
| YTD | -5.3% | +10.6% | -15.9% | -10.1% |
| 1Y | -2.8% | +25.9% | -28.7% | -12.1% |
| 3Y | +71.2% | +50.8% | +20.4% | +39.6% |
| 5Y | +37.6% | +47.0% | -9.5% | +6.5% |
| All | +37.6% | +45.0% | -7.5% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling