+1,024.7%
XLE vs ROK
+5,366.4%
-4,341.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.4% |
| 7D | +2.2% | +0.7% | +1.5% | +1.9% |
| 30D | +11.8% | -3.3% | +15.1% | +13.2% |
| 3M | +9.8% | -5.9% | +15.7% | +11.4% |
| 6M | +15.6% | +13.9% | +1.7% | +7.0% |
| YTD | +45.3% | +12.6% | +32.7% | +34.4% |
| 1Y | +48.3% | +28.6% | +19.7% | +29.1% |
| 3Y | +55.4% | +45.1% | +10.3% | +23.1% |
| 5Y | +216.1% | +45.6% | +170.5% | +140.6% |
| 10Y | +178.4% | +345.0% | -166.6% | +29.8% |
| All | +1,024.7% | +5,366.4% | -4,341.6% | +132.3% |
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