+33.6%
XLY vs ROK
+51.1%
-17.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | -1.7% | -1.2% | -0.4% | -1.3% |
| 30D | -4.2% | -4.8% | +0.6% | -2.6% |
| 3M | -2.7% | -6.1% | +3.4% | -1.0% |
| 6M | -0.6% | +15.5% | -16.1% | -6.6% |
| YTD | -5.0% | +11.2% | -16.2% | -9.8% |
| 1Y | -4.1% | +23.8% | -27.9% | -12.6% |
| 3Y | +33.6% | +53.1% | -19.5% | +7.6% |
| All | +33.6% | +51.1% | -17.5% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling