-63.1%
BAX vs ROK
+29.0%
-92.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.5% |
| 7D | +3.6% | -11.0% | +14.7% | +6.5% |
| 30D | +8.5% | -8.2% | +16.7% | +10.5% |
| 3M | -4.9% | -8.5% | +3.6% | -3.1% |
| 6M | +47.0% | -12.0% | +59.0% | +50.4% |
| YTD | +38.4% | +3.1% | +35.4% | +35.5% |
| 1Y | +49.1% | +2.9% | +46.3% | +45.9% |
| 3Y | -14.9% | +60.7% | -75.5% | -26.6% |
| 5Y | -63.1% | +29.5% | -92.6% | -67.5% |
| All | -63.1% | +29.0% | -92.1% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling