+508.9%
XLP vs ROK
+5,366.4%
-4,857.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -0.9% | -3.3% | +2.4% | -0.3% |
| 3M | +3.8% | -5.9% | +9.7% | +4.6% |
| 6M | -1.7% | +13.9% | -15.6% | -4.8% |
| YTD | +10.3% | +12.6% | -2.3% | +6.7% |
| 1Y | +7.8% | +28.6% | -20.8% | +1.5% |
| 3Y | +27.2% | +45.1% | -17.9% | +14.4% |
| 5Y | +32.5% | +45.6% | -13.0% | +17.1% |
| 10Y | +101.8% | +345.0% | -243.2% | +38.3% |
| All | +508.9% | +5,366.4% | -4,857.4% | +146.3% |
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