-16.1%
BA vs ROK
+64.0%
-80.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -0.6% | +6.1% | -6.6% | -2.3% |
| 30D | -8.0% | -6.5% | -1.5% | -6.6% |
| 3M | -25.8% | -10.2% | -15.6% | -23.7% |
| 6M | -27.6% | -10.6% | -16.9% | -25.8% |
| YTD | -21.0% | +4.9% | -25.9% | -23.4% |
| 1Y | -12.3% | +3.8% | -16.1% | -14.8% |
| All | -16.1% | +64.0% | -80.1% | -30.5% |
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 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