-32.0%
BAX vs ROK
+48.7%
-80.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.4% |
| 7D | -2.4% | +2.8% | -5.2% | -3.2% |
| 30D | -9.7% | -2.4% | -7.3% | -9.2% |
| 3M | +29.3% | -4.7% | +34.0% | +30.3% |
| 6M | +40.7% | +16.8% | +23.9% | +32.9% |
| YTD | +30.3% | +11.4% | +18.9% | +24.9% |
| 1Y | +3.4% | +26.2% | -22.8% | -4.3% |
| 3Y | -32.0% | +51.9% | -83.9% | -42.7% |
| All | -32.0% | +48.7% | -80.7% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling