+65.0%
XLF vs ROK
+44.8%
+20.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -2.9% | -1.6% | -1.3% | -2.4% |
| 30D | -1.6% | -5.4% | +3.8% | +0.1% |
| 3M | +9.3% | -4.0% | +13.2% | +10.0% |
| 6M | +14.6% | +13.3% | +1.2% | +8.6% |
| YTD | +4.7% | +9.3% | -4.6% | +0.2% |
| 1Y | +8.6% | +25.8% | -17.2% | -1.1% |
| 3Y | +73.9% | +49.1% | +24.8% | +44.7% |
| 5Y | +65.0% | +45.9% | +19.2% | +32.1% |
| All | +65.0% | +44.8% | +20.3% | +32.1% |
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