+31.8%
BA vs ROK
+274.8%
-243.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.3% |
| 7D | +1.1% | -13.8% | +14.9% | +9.0% |
| 30D | -7.9% | -14.9% | +7.0% | -0.2% |
| 3M | -25.3% | -14.7% | -10.7% | -19.2% |
| 6M | -24.6% | -17.7% | -6.9% | -17.5% |
| YTD | -20.1% | -2.5% | -17.7% | -21.9% |
| 1Y | -11.8% | +2.3% | -14.0% | -16.4% |
| 3Y | -10.1% | +52.7% | -62.9% | -38.2% |
| 5Y | -22.7% | +20.5% | -43.3% | -40.0% |
| All | +31.8% | +274.8% | -243.0% | -51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling