+1,093.8%
BAC vs ROK
+14,831.9%
-13,738.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -1.2% |
| 7D | -1.9% | -8.5% | +6.6% | +2.1% |
| 30D | -7.2% | -6.4% | -0.8% | -4.6% |
| 3M | -20.4% | -8.8% | -11.6% | -17.3% |
| 6M | +1.3% | -10.5% | +11.8% | +5.1% |
| YTD | -6.4% | +5.4% | -11.8% | -11.8% |
| 1Y | -3.5% | +5.0% | -8.5% | -8.9% |
| 3Y | +96.7% | +64.3% | +32.4% | +40.4% |
| 5Y | +20.6% | +34.0% | -13.4% | -7.9% |
| 10Y | +233.0% | +268.2% | -35.1% | +44.7% |
| All | +1,093.8% | +14,831.9% | -13,738.0% | +24.1% |
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