+169.4%
XLV vs ROK
+357.9%
-188.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.6% |
| 7D | -3.6% | -1.2% | -2.3% | -3.2% |
| 30D | -1.8% | -4.8% | +3.0% | -0.6% |
| 3M | +7.8% | -6.1% | +13.9% | +9.0% |
| 6M | +9.1% | +15.5% | -6.4% | +4.0% |
| YTD | +7.7% | +11.2% | -3.4% | +3.4% |
| 1Y | +20.4% | +23.8% | -3.4% | +12.1% |
| 3Y | +30.8% | +53.1% | -22.4% | +11.3% |
| 5Y | +34.6% | +48.3% | -13.7% | +12.6% |
| All | +169.4% | +357.9% | -188.6% | +54.2% |
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 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