+72.3%
BA vs ROK
+342.8%
-270.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | +2.5% | +2.8% | -0.3% | +0.9% |
| 30D | -10.1% | -2.4% | -7.7% | -8.9% |
| 3M | -2.4% | -4.7% | +2.3% | -0.5% |
| 6M | -8.8% | +16.8% | -25.6% | -17.8% |
| YTD | -2.9% | +11.4% | -14.3% | -10.9% |
| 1Y | -8.8% | +26.2% | -34.9% | -22.7% |
| 3Y | -0.3% | +51.9% | -52.1% | -29.4% |
| 5Y | -0.3% | +46.4% | -46.7% | -31.1% |
| 10Y | +72.3% | +343.5% | -271.2% | -40.8% |
| All | +72.3% | +342.8% | -270.4% | -40.8% |
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