+43.0%
XLC vs ROK
+32.4%
+10.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.1% |
| 7D | +3.5% | -8.5% | +12.0% | +5.8% |
| 30D | -2.6% | -6.4% | +3.8% | -1.1% |
| 3M | -2.1% | -8.8% | +6.8% | +0.1% |
| 6M | -5.5% | -10.5% | +5.0% | -3.5% |
| YTD | -6.9% | +5.4% | -12.3% | -10.9% |
| 1Y | -3.7% | +5.0% | -8.7% | -7.8% |
| 3Y | +64.2% | +64.3% | -0.1% | +26.8% |
| 5Y | +43.0% | +34.0% | +9.1% | +13.0% |
| All | +43.0% | +32.4% | +10.6% | +13.0% |
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