+120.2%
BKR vs ROK
+357.9%
-237.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -1.4% |
| 7D | -7.0% | -1.2% | -5.7% | -6.4% |
| 30D | -8.1% | -4.8% | -3.3% | -5.8% |
| 3M | -6.6% | -6.1% | -0.5% | -4.4% |
| 6M | +0.9% | +15.5% | -14.6% | -8.8% |
| YTD | +31.1% | +11.2% | +19.9% | +20.5% |
| 1Y | +27.7% | +23.8% | +3.9% | +10.1% |
| 3Y | +71.2% | +53.1% | +18.1% | +24.3% |
| 5Y | +177.6% | +48.3% | +129.3% | +95.5% |
| All | +120.2% | +357.9% | -237.8% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling