-10.1%
BA vs ROK
+49.7%
-59.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | +1.1% | -13.8% | +14.9% | +5.3% |
| 30D | -7.9% | -14.9% | +7.0% | -3.8% |
| 3M | -25.3% | -14.7% | -10.7% | -22.0% |
| 6M | -24.6% | -17.7% | -6.9% | -20.8% |
| YTD | -20.1% | -2.5% | -17.7% | -20.9% |
| 1Y | -11.8% | +2.3% | -14.0% | -14.0% |
| 3Y | -10.1% | +52.7% | -62.9% | -26.0% |
| All | -10.1% | +49.7% | -59.9% | -26.0% |
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