-68.9%
XYZ vs ROK
+46.3%
-115.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.8% |
| 7D | -1.0% | +0.7% | -1.7% | -1.4% |
| 30D | -1.7% | -3.3% | +1.6% | +1.0% |
| 3M | +16.7% | -5.9% | +22.6% | +20.5% |
| 6M | +26.9% | +13.9% | +13.0% | +10.1% |
| YTD | +27.1% | +12.6% | +14.6% | +10.9% |
| 1Y | +9.3% | +28.6% | -19.3% | -15.4% |
| 3Y | +42.3% | +45.1% | -2.8% | -5.6% |
| All | -68.9% | +46.3% | -115.1% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling