-36.9%
BAX vs ROK
+343.9%
-380.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -5.1% | +0.2% | -5.3% | -5.1% |
| 30D | -12.2% | -1.8% | -10.4% | -11.8% |
| 3M | +21.8% | -7.2% | +29.0% | +23.8% |
| 6M | +36.3% | +14.2% | +22.1% | +30.4% |
| YTD | +27.8% | +10.6% | +17.2% | +23.4% |
| 1Y | -0.1% | +25.9% | -26.0% | -6.9% |
| 3Y | -33.3% | +50.8% | -84.1% | -42.2% |
| 5Y | -67.1% | +47.0% | -114.1% | -71.9% |
| 10Y | -36.9% | +354.9% | -391.8% | -61.3% |
| All | -36.9% | +343.9% | -380.8% | -61.3% |
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