-4.6%
BA vs ROK
+45.2%
-49.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | +1.2% | +0.7% | +0.5% | +0.9% |
| 30D | -11.6% | -3.3% | -8.3% | -10.7% |
| 3M | -2.4% | -5.9% | +3.5% | -1.0% |
| 6M | -6.6% | +13.9% | -20.5% | -10.9% |
| YTD | -2.2% | +12.6% | -14.8% | -6.8% |
| 1Y | -8.0% | +28.6% | -36.6% | -16.1% |
| All | -4.6% | +45.2% | -49.8% | -23.4% |
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