+1,455.3%
XLK vs ROK
+5,209.6%
-3,754.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -0.4% | -1.6% | +1.2% | +0.3% |
| 30D | -0.5% | -5.4% | +5.0% | +1.9% |
| 3M | +5.0% | -4.0% | +8.9% | +6.4% |
| 6M | +32.9% | +13.3% | +19.5% | +25.3% |
| YTD | +29.0% | +9.3% | +19.6% | +23.0% |
| 1Y | +37.8% | +25.8% | +12.0% | +23.9% |
| 3Y | +118.7% | +49.1% | +69.6% | +77.7% |
| 5Y | +145.6% | +45.9% | +99.7% | +97.9% |
| 10Y | +791.5% | +349.9% | +441.6% | +335.9% |
| All | +1,455.3% | +5,209.6% | -3,754.3% | +141.0% |
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