-34.4%
BAX vs ROK
+273.4%
-307.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.9% |
| 7D | -0.6% | -8.5% | +7.9% | +1.5% |
| 30D | +6.3% | -6.4% | +12.7% | +7.8% |
| 3M | -4.6% | -8.8% | +4.3% | -2.6% |
| 6M | +50.4% | -10.5% | +60.9% | +53.5% |
| YTD | +38.0% | +5.4% | +32.6% | +34.4% |
| 1Y | +44.6% | +5.0% | +39.6% | +40.8% |
| 3Y | -15.1% | +64.3% | -79.4% | -28.2% |
| 5Y | -63.3% | +34.0% | -97.3% | -67.9% |
| 10Y | -34.4% | +268.2% | -302.6% | -55.1% |
| All | -34.4% | +273.4% | -307.8% | -55.1% |
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 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