+237.7%
BAC vs ROK
+270.1%
-32.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.8% |
| 7D | +2.1% | -11.0% | +13.1% | +7.7% |
| 30D | -6.7% | -8.2% | +1.5% | -3.2% |
| 3M | -20.2% | -8.5% | -11.8% | -17.3% |
| 6M | -0.2% | -12.0% | +11.8% | +4.4% |
| YTD | -6.4% | +3.1% | -9.4% | -11.0% |
| 1Y | -3.1% | +2.9% | -6.0% | -7.9% |
| 3Y | +96.7% | +60.7% | +36.1% | +39.3% |
| 5Y | +21.3% | +29.5% | -8.2% | -6.1% |
| 10Y | +237.7% | +262.6% | -24.9% | +23.0% |
| All | +237.7% | +270.1% | -32.4% | +23.0% |
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 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