+1,470.1%
BA vs ROK
+13,716.9%
-12,246.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | +1.1% | -13.8% | +14.9% | +7.2% |
| 30D | -7.9% | -14.9% | +7.0% | -2.0% |
| 3M | -25.3% | -14.7% | -10.7% | -20.6% |
| 6M | -24.6% | -17.7% | -6.9% | -19.1% |
| YTD | -20.1% | -2.5% | -17.7% | -21.0% |
| 1Y | -11.8% | +2.3% | -14.0% | -14.7% |
| 3Y | -10.1% | +52.7% | -62.9% | -29.9% |
| 5Y | -22.7% | +20.5% | -43.3% | -34.6% |
| 10Y | +35.1% | +284.0% | -249.0% | -28.6% |
| All | +1,470.1% | +13,716.9% | -12,246.8% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling