+513.3%
XRT vs ROK
+871.5%
-358.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.4% |
| 7D | +0.8% | +0.7% | +0.1% | +0.5% |
| 30D | -4.2% | -3.3% | -0.9% | -2.8% |
| 3M | +5.1% | -5.9% | +10.9% | +7.2% |
| 6M | +2.4% | +13.9% | -11.4% | -5.2% |
| YTD | +3.2% | +12.6% | -9.4% | -4.4% |
| 1Y | +1.5% | +28.6% | -27.1% | -12.0% |
| 3Y | +40.6% | +45.1% | -4.5% | +10.7% |
| 5Y | -1.0% | +45.6% | -46.6% | -23.8% |
| 10Y | +128.4% | +345.0% | -216.6% | -4.0% |
| All | +513.3% | +871.5% | -358.2% | +41.8% |
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