+9.8%
BAX vs ROK
+29.3%
-19.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | -1.1% | +0.7% | -1.8% | -1.4% |
| 30D | -5.5% | -3.3% | -2.1% | -4.4% |
| 3M | +33.5% | -5.9% | +39.4% | +34.8% |
| 6M | +35.9% | +13.9% | +22.0% | +24.0% |
| YTD | +35.4% | +12.6% | +22.8% | +24.1% |
| 1Y | +9.8% | +28.6% | -18.8% | -7.0% |
| All | +9.8% | +29.3% | -19.6% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling