+248.8%
XLF vs ROK
+357.9%
-109.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.1% |
| 7D | -1.5% | -1.2% | -0.2% | -0.9% |
| 30D | -1.2% | -4.8% | +3.6% | +0.9% |
| 3M | +9.2% | -6.1% | +15.3% | +11.3% |
| 6M | +16.3% | +15.5% | +0.8% | +7.2% |
| YTD | +5.4% | +11.2% | -5.7% | -1.6% |
| 1Y | +7.6% | +23.8% | -16.2% | -4.8% |
| 3Y | +74.2% | +53.1% | +21.1% | +33.2% |
| 5Y | +66.1% | +48.3% | +17.8% | +24.6% |
| All | +248.8% | +357.9% | -109.1% | +43.9% |
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