+40.9%
XYZ vs ROK
+45.2%
-4.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.5% |
| 7D | -1.0% | +0.7% | -1.7% | -1.3% |
| 30D | -1.7% | -3.3% | +1.6% | +0.3% |
| 3M | +16.7% | -5.9% | +22.6% | +19.6% |
| 6M | +26.9% | +13.9% | +13.0% | +14.2% |
| YTD | +27.1% | +12.6% | +14.6% | +15.1% |
| 1Y | +9.3% | +28.6% | -19.3% | -9.3% |
| All | +40.9% | +45.2% | -4.3% | +1.0% |
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