+38.3%
BAX vs ROK
+4.7%
+33.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.1% | +7.1% | -7.0% | -1.9% |
| 30D | +4.1% | -5.0% | +9.0% | +5.0% |
| 3M | -4.5% | -9.4% | +4.8% | -2.2% |
| 6M | +49.2% | -11.0% | +60.2% | +51.8% |
| YTD | +35.2% | +4.4% | +30.8% | +25.2% |
| 1Y | +38.3% | +7.4% | +30.9% | +25.6% |
| All | +38.3% | +4.7% | +33.6% | +25.6% |
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 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