+875.9%
BAX vs ROK
+15,847.2%
-14,971.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | -5.5% | -3.3% | -2.1% | -4.8% |
| 3M | +33.5% | -5.9% | +39.4% | +34.9% |
| 6M | +35.9% | +13.9% | +22.0% | +31.3% |
| YTD | +35.4% | +12.6% | +22.8% | +31.2% |
| 1Y | +9.8% | +28.6% | -18.8% | +3.2% |
| 3Y | -32.7% | +45.1% | -77.8% | -39.5% |
| 5Y | -65.6% | +45.6% | -111.1% | -69.6% |
| 10Y | -34.9% | +345.0% | -379.9% | -56.3% |
| All | +875.9% | +15,847.2% | -14,971.3% | +167.3% |
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 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