+135.9%
XLU vs ROK
+357.9%
-222.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | -3.3% | -4.8% | +1.5% | -2.4% |
| 3M | -3.2% | -6.1% | +2.9% | -2.2% |
| 6M | -7.0% | +15.5% | -22.4% | -10.3% |
| YTD | +0.6% | +11.2% | -10.5% | -2.5% |
| 1Y | +2.4% | +23.8% | -21.4% | -3.2% |
| 3Y | +46.3% | +53.1% | -6.9% | +28.8% |
| 5Y | +44.0% | +48.3% | -4.3% | +25.1% |
| All | +135.9% | +357.9% | -222.1% | +67.0% |
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 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