+580.0%
XYZ vs ROK
+342.8%
+237.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.4% |
| 7D | +2.9% | +2.8% | +0.1% | +0.9% |
| 30D | +1.4% | -2.4% | +3.8% | +3.2% |
| 3M | +14.6% | -4.7% | +19.3% | +17.0% |
| 6M | +20.8% | +16.8% | +4.0% | +4.9% |
| YTD | +23.1% | +11.4% | +11.7% | +10.4% |
| 1Y | +5.6% | +26.2% | -20.5% | -13.9% |
| 3Y | +50.9% | +51.9% | -0.9% | +2.7% |
| 5Y | -68.6% | +46.4% | -114.9% | -78.1% |
| 10Y | +580.0% | +343.5% | +236.4% | +158.4% |
| All | +580.0% | +342.8% | +237.2% | +158.4% |
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