+977.1%
BE vs ROK
+181.7%
+795.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.2% |
| 7D | +23.9% | +0.2% | +23.8% | +23.8% |
| 30D | +27.8% | -1.8% | +29.6% | +30.0% |
| 3M | +3.7% | -7.2% | +10.9% | +11.6% |
| 6M | +78.0% | +14.2% | +63.8% | +60.1% |
| YTD | +209.9% | +10.6% | +199.3% | +185.5% |
| 1Y | +389.6% | +25.9% | +363.7% | +312.0% |
| 3Y | +1,730.6% | +50.8% | +1,679.8% | +1,149.9% |
| 5Y | +1,227.8% | +47.0% | +1,180.8% | +817.6% |
| All | +977.1% | +181.7% | +795.4% | +245.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling