+5.8%
XLU vs ROK
+29.3%
-23.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +0.8% | +0.7% | +0.1% | +0.8% |
| 30D | -1.3% | -3.3% | +2.0% | -1.2% |
| 3M | -1.3% | -5.9% | +4.5% | -1.2% |
| 6M | -7.6% | +13.9% | -21.5% | -8.8% |
| YTD | +2.3% | +12.6% | -10.3% | +0.5% |
| 1Y | +5.8% | +28.6% | -22.8% | +2.6% |
| All | +5.8% | +29.3% | -23.6% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling