+638.0%
XYZ vs ROK
+277.6%
+360.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +1.0% |
| 7D | +14.9% | -11.5% | +26.4% | +24.2% |
| 30D | +14.7% | -10.0% | +24.6% | +22.1% |
| 3M | +12.1% | -11.4% | +23.5% | +20.5% |
| 6M | +18.3% | -13.7% | +32.0% | +27.6% |
| YTD | +36.1% | +1.0% | +35.0% | +28.8% |
| 1Y | +35.3% | +5.6% | +29.7% | +23.8% |
| 3Y | +73.5% | +59.1% | +14.4% | +11.0% |
| 5Y | -61.6% | +26.1% | -87.7% | -70.8% |
| 10Y | +638.0% | +266.4% | +371.6% | +207.6% |
| All | +638.0% | +277.6% | +360.4% | +207.6% |
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 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