+176.5%
XLE vs ROK
+265.6%
-89.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +4.4% | +6.1% | -1.7% | +1.8% |
| 30D | -4.3% | -6.5% | +2.2% | -2.2% |
| 3M | +6.0% | -10.2% | +16.2% | +10.0% |
| 6M | +13.2% | -10.6% | +23.8% | +16.2% |
| YTD | +46.7% | +4.9% | +41.8% | +37.6% |
| 1Y | +46.6% | +3.8% | +42.8% | +37.8% |
| 3Y | +69.6% | +63.5% | +6.1% | +20.4% |
| 5Y | +166.5% | +30.9% | +135.6% | +104.9% |
| All | +176.5% | +265.6% | -89.1% | +14.0% |
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 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