+124.6%
XLP vs ROK
+274.8%
-150.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | +0.7% | -13.8% | +14.6% | +3.1% |
| 30D | +10.3% | -14.9% | +25.2% | +13.0% |
| 3M | +6.5% | -14.7% | +21.2% | +9.1% |
| 6M | +8.4% | -17.7% | +26.1% | +11.2% |
| YTD | +18.2% | -2.5% | +20.7% | +16.8% |
| 1Y | +22.4% | +2.3% | +20.2% | +19.7% |
| 3Y | +41.9% | +52.7% | -10.8% | +24.1% |
| 5Y | +40.9% | +20.5% | +20.3% | +27.7% |
| All | +124.6% | +274.8% | -150.2% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling