+533.2%
XYZ vs ROK
+402.9%
+130.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.7% |
| 7D | -1.0% | +0.7% | -1.7% | -1.4% |
| 30D | -1.7% | -3.3% | +1.6% | +0.7% |
| 3M | +16.7% | -5.9% | +22.6% | +20.4% |
| 6M | +26.9% | +13.9% | +13.0% | +12.3% |
| YTD | +27.1% | +12.6% | +14.6% | +13.2% |
| 1Y | +9.3% | +28.6% | -19.3% | -12.1% |
| 3Y | +42.3% | +45.1% | -2.8% | +0.7% |
| 5Y | -69.3% | +45.6% | -114.9% | -78.4% |
| 10Y | +586.8% | +345.0% | +241.8% | +127.3% |
| All | +533.2% | +402.9% | +130.3% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling