+532.2%
BE vs ROK
+30.4%
+501.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.5% |
| 7D | +10.8% | +7.1% | +3.7% | +4.6% |
| 30D | -19.8% | -5.0% | -14.8% | -15.0% |
| 3M | -18.7% | -9.4% | -9.3% | -10.0% |
| 6M | -33.7% | -11.0% | -22.7% | -24.5% |
| YTD | +121.0% | +4.4% | +116.5% | +118.3% |
| 1Y | +85.4% | +7.4% | +78.0% | +80.4% |
| 3Y | +1,709.5% | +61.0% | +1,648.5% | +1,102.6% |
| All | +532.2% | +30.4% | +501.8% | +413.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling