+4,294.1%
XOM vs ROK
+15,675.2%
-11,381.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.1% |
| 7D | -2.4% | +2.8% | -5.1% | -3.2% |
| 30D | +5.7% | -2.4% | +8.1% | +6.3% |
| 3M | +6.6% | -4.7% | +11.3% | +7.3% |
| 6M | +7.7% | +16.8% | -9.1% | +0.9% |
| YTD | +36.2% | +11.4% | +24.8% | +29.1% |
| 1Y | +50.5% | +26.2% | +24.3% | +36.8% |
| 3Y | +53.4% | +51.9% | +1.5% | +27.3% |
| 5Y | +254.2% | +46.4% | +207.8% | +189.5% |
| 10Y | +177.9% | +343.5% | -165.6% | +58.8% |
| All | +4,294.1% | +15,675.2% | -11,381.1% | +862.9% |
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