+872.5%
BAX vs ROK
+14,758.7%
-13,886.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +0.4% | +6.1% | -5.7% | -1.0% |
| 30D | +3.4% | -6.5% | +9.9% | +4.7% |
| 3M | -4.5% | -10.2% | +5.7% | -2.5% |
| 6M | +44.0% | -10.6% | +54.6% | +46.6% |
| YTD | +34.9% | +4.9% | +30.0% | +32.4% |
| 1Y | +37.9% | +3.8% | +34.1% | +35.6% |
| 3Y | -17.1% | +63.5% | -80.6% | -27.4% |
| 5Y | -64.3% | +30.9% | -95.2% | -67.8% |
| 10Y | -35.9% | +266.4% | -302.2% | -55.2% |
| All | +872.5% | +14,758.7% | -13,886.2% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling