+120.4%
XLK vs ROK
+51.1%
+69.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +0.7% |
| 7D | +0.2% | -1.2% | +1.5% | +0.7% |
| 30D | -0.6% | -4.8% | +4.2% | +1.3% |
| 3M | +2.6% | -6.1% | +8.6% | +4.8% |
| 6M | +34.0% | +15.5% | +18.5% | +25.8% |
| YTD | +30.7% | +11.2% | +19.5% | +24.1% |
| 1Y | +39.2% | +23.8% | +15.4% | +26.7% |
| 3Y | +120.4% | +53.1% | +67.3% | +76.9% |
| All | +120.4% | +51.1% | +69.3% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling