+1,091.0%
BAC vs ROK
+14,213.2%
-13,122.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +0.4% |
| 7D | +2.0% | -11.5% | +13.5% | +8.0% |
| 30D | -6.9% | -10.0% | +3.1% | -2.4% |
| 3M | -19.6% | -11.4% | -8.1% | -15.1% |
| 6M | -0.5% | -13.7% | +13.2% | +5.3% |
| YTD | -6.6% | +1.0% | -7.7% | -10.0% |
| 1Y | -3.0% | +5.6% | -8.6% | -8.8% |
| 3Y | +97.3% | +59.1% | +38.2% | +43.2% |
| 5Y | +21.9% | +26.1% | -4.3% | -3.9% |
| 10Y | +251.7% | +266.4% | -14.8% | +53.2% |
| All | +1,091.0% | +14,213.2% | -13,122.2% | +26.6% |
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