+1,683.3%
BE vs ROK
+50.3%
+1,633.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.3% |
| 7D | +23.9% | +0.2% | +23.8% | +23.8% |
| 30D | +27.8% | -1.8% | +29.6% | +29.8% |
| 3M | +3.7% | -7.2% | +10.9% | +10.9% |
| 6M | +78.0% | +14.2% | +63.8% | +64.1% |
| YTD | +209.9% | +10.6% | +199.3% | +191.5% |
| 1Y | +389.6% | +25.9% | +363.7% | +330.9% |
| All | +1,683.3% | +50.3% | +1,633.1% | +1,183.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling