+62.6%
XYZ vs ROK
+63.3%
-0.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.3% | +3.1% |
| 7D | -1.1% | +7.1% | -8.1% | -4.7% |
| 30D | +11.5% | -5.0% | +16.5% | +13.5% |
| 3M | +1.8% | -9.4% | +11.2% | +6.4% |
| 6M | +21.2% | -11.0% | +32.2% | +26.3% |
| YTD | +29.9% | +4.4% | +25.5% | +21.3% |
| 1Y | +35.8% | +7.4% | +28.3% | +24.4% |
| 3Y | +62.6% | +61.0% | +1.6% | +12.5% |
| All | +62.6% | +63.3% | -0.7% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling