+69.9%
XLI vs ROK
+30.4%
+39.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +3.8% | +7.1% | -3.3% | +1.1% |
| 30D | +1.0% | -5.0% | +6.0% | +2.6% |
| 3M | -8.9% | -9.4% | +0.5% | -5.9% |
| 6M | -2.3% | -11.0% | +8.7% | +1.2% |
| YTD | +9.7% | +4.4% | +5.2% | +6.3% |
| 1Y | +12.3% | +7.4% | +4.9% | +7.6% |
| 3Y | +71.5% | +61.0% | +10.5% | +35.6% |
| All | +69.9% | +30.4% | +39.5% | +43.6% |
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