+81.8%
XLI vs ROK
+47.1%
+34.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.4% |
| 7D | -1.7% | -1.2% | -0.4% | -1.2% |
| 30D | -7.3% | -4.8% | -2.5% | -5.6% |
| 3M | -1.3% | -6.1% | +4.7% | +0.6% |
| 6M | +2.2% | +15.5% | -13.2% | -3.8% |
| YTD | +11.7% | +11.2% | +0.5% | +6.2% |
| 1Y | +14.3% | +23.8% | -9.6% | +4.2% |
| 3Y | +70.3% | +53.1% | +17.2% | +38.6% |
| All | +81.8% | +47.1% | +34.7% | +44.9% |
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 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