+225.7%
XLE vs ROK
+46.6%
+179.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | 0.0% | +2.8% | -2.8% | -0.6% |
| 30D | +12.6% | -2.4% | +15.0% | +13.1% |
| 3M | +11.8% | -4.7% | +16.5% | +12.4% |
| 6M | +16.1% | +16.8% | -0.7% | +10.3% |
| YTD | +46.9% | +11.4% | +35.5% | +40.8% |
| 1Y | +53.3% | +26.2% | +27.1% | +41.7% |
| 3Y | +54.9% | +51.9% | +3.1% | +32.4% |
| 5Y | +225.7% | +46.4% | +179.3% | +169.7% |
| All | +225.7% | +46.6% | +179.1% | +169.7% |
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