+994.0%
XLE vs ROK
+4,806.2%
-3,812.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -1.0% |
| 7D | -7.9% | -11.5% | +3.6% | -3.6% |
| 30D | -4.8% | -10.0% | +5.2% | -1.3% |
| 3M | +8.4% | -11.4% | +19.8% | +12.9% |
| 6M | +12.7% | -13.7% | +26.4% | +17.3% |
| YTD | +41.3% | +1.0% | +40.2% | +35.6% |
| 1Y | +42.3% | +5.6% | +36.7% | +33.6% |
| 3Y | +65.1% | +59.1% | +6.0% | +24.8% |
| 5Y | +150.2% | +26.1% | +124.1% | +101.2% |
| 10Y | +163.9% | +266.4% | -102.5% | +32.5% |
| All | +994.0% | +4,806.2% | -3,812.3% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling