+559.7%
XLP vs ROK
+4,904.5%
-4,344.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.2% |
| 7D | +2.3% | -11.0% | +13.4% | +4.3% |
| 30D | +9.1% | -8.2% | +17.3% | +10.5% |
| 3M | +7.9% | -8.5% | +16.3% | +9.2% |
| 6M | +9.6% | -12.0% | +21.6% | +11.3% |
| YTD | +19.4% | +3.1% | +16.4% | +17.1% |
| 1Y | +22.4% | +2.9% | +19.5% | +19.9% |
| 3Y | +43.2% | +60.7% | -17.5% | +25.6% |
| 5Y | +42.6% | +29.5% | +13.1% | +28.4% |
| 10Y | +135.4% | +262.6% | -127.2% | +67.3% |
| All | +559.7% | +4,904.5% | -4,344.8% | +170.2% |
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