+72.9%
BAC vs ROK
+46.6%
+26.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +1.2% | +2.8% | -1.6% | +0.2% |
| 30D | -0.7% | -2.4% | +1.7% | +0.1% |
| 3M | +16.9% | -4.7% | +21.6% | +18.2% |
| 6M | +29.6% | +16.8% | +12.8% | +20.6% |
| YTD | +15.3% | +11.4% | +3.9% | +8.8% |
| 1Y | +28.8% | +26.2% | +2.7% | +15.7% |
| 3Y | +136.4% | +51.9% | +84.5% | +92.0% |
| 5Y | +72.9% | +46.4% | +26.5% | +34.8% |
| All | +72.9% | +46.6% | +26.3% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling