+898.2%
BAX vs ROK
+14,499.9%
-13,601.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.4% |
| 7D | +3.6% | -11.0% | +14.7% | +6.2% |
| 30D | +8.5% | -8.2% | +16.7% | +10.3% |
| 3M | -4.9% | -8.5% | +3.6% | -3.3% |
| 6M | +47.0% | -12.0% | +59.0% | +50.1% |
| YTD | +38.4% | +3.1% | +35.4% | +36.4% |
| 1Y | +49.1% | +2.9% | +46.3% | +46.9% |
| 3Y | -14.9% | +60.7% | -75.5% | -25.2% |
| 5Y | -63.1% | +29.5% | -92.6% | -66.7% |
| 10Y | -35.6% | +262.6% | -298.2% | -54.9% |
| All | +898.2% | +14,499.9% | -13,601.7% | +178.0% |
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