+360.5%
BE vs ROK
+29.3%
+331.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +5.8% |
| 7D | +20.0% | +0.7% | +19.3% | +19.1% |
| 30D | +7.9% | -3.3% | +11.2% | +12.5% |
| 3M | -13.2% | -5.9% | -7.4% | -5.9% |
| 6M | +53.5% | +13.9% | +39.6% | +34.5% |
| YTD | +191.0% | +12.6% | +178.4% | +141.1% |
| 1Y | +360.5% | +28.6% | +331.9% | +224.5% |
| All | +360.5% | +29.3% | +331.2% | +224.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling