+1,003.0%
BE vs ROK
+183.2%
+819.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +5.2% |
| 7D | +9.0% | -1.2% | +10.3% | +10.3% |
| 30D | +16.3% | -4.8% | +21.1% | +21.6% |
| 3M | +10.8% | -6.1% | +16.9% | +17.8% |
| 6M | +73.2% | +15.5% | +57.7% | +54.5% |
| YTD | +217.4% | +11.2% | +206.2% | +191.3% |
| 1Y | +309.8% | +23.8% | +286.0% | +249.9% |
| 3Y | +1,726.2% | +53.1% | +1,673.0% | +1,131.2% |
| 5Y | +1,306.2% | +48.3% | +1,257.9% | +865.4% |
| All | +1,003.0% | +183.2% | +819.8% | +252.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling