+19.4%
BIL vs ROK
+45.0%
-25.6%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +0.3% | -1.8% | +2.1% | +0.3% |
| 3M | +0.9% | -7.2% | +8.1% | +0.9% |
| 6M | +1.8% | +14.2% | -12.4% | +1.8% |
| YTD | +2.5% | +10.6% | -8.1% | +2.5% |
| 1Y | +3.7% | +25.9% | -22.2% | +3.7% |
| 3Y | +14.1% | +50.8% | -36.7% | +14.1% |
| 5Y | +19.4% | +47.0% | -27.6% | +19.4% |
| All | +19.4% | +45.0% | -25.6% | +19.4% |
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