+32.6%
XYZ vs ROK
+4.6%
+28.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +2.2% |
| 7D | +14.9% | -11.5% | +26.4% | +19.9% |
| 30D | +14.7% | -10.0% | +24.6% | +18.7% |
| 3M | +12.1% | -11.4% | +23.5% | +16.6% |
| 6M | +18.3% | -13.7% | +32.0% | +22.5% |
| YTD | +36.1% | +1.0% | +35.0% | +25.0% |
| All | +32.6% | +4.6% | +28.0% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling