+309.8%
BE vs ROK
+27.3%
+282.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +4.7% |
| 7D | +9.0% | -1.2% | +10.3% | +10.7% |
| 30D | +16.3% | -4.8% | +21.1% | +23.5% |
| 3M | +10.8% | -6.1% | +16.9% | +20.0% |
| 6M | +73.2% | +15.5% | +57.7% | +46.8% |
| YTD | +217.4% | +11.2% | +206.2% | +160.9% |
| 1Y | +309.8% | +23.8% | +286.0% | +173.6% |
| All | +309.8% | +27.3% | +282.5% | +173.6% |
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