+1,075.5%
XLI vs ROK
+4,971.3%
-3,895.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +3.8% | +7.1% | -3.3% | +0.7% |
| 30D | +1.0% | -5.0% | +6.0% | +2.8% |
| 3M | -8.9% | -9.4% | +0.5% | -5.5% |
| 6M | -2.3% | -11.0% | +8.7% | +1.7% |
| YTD | +9.7% | +4.4% | +5.2% | +5.8% |
| 1Y | +12.3% | +7.4% | +4.9% | +6.9% |
| 3Y | +71.5% | +61.0% | +10.5% | +31.9% |
| 5Y | +70.2% | +30.4% | +39.8% | +39.7% |
| 10Y | +227.5% | +264.8% | -37.3% | +66.6% |
| All | +1,075.5% | +4,971.3% | -3,895.8% | +104.0% |
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