+521.9%
BKR vs ROK
+15,389.9%
-14,868.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.2% |
| 7D | -6.7% | -1.6% | -5.0% | -6.0% |
| 30D | -8.3% | -5.4% | -2.9% | -6.0% |
| 3M | -5.4% | -4.0% | -1.4% | -4.4% |
| 6M | +0.8% | +13.3% | -12.5% | -6.4% |
| YTD | +31.8% | +9.3% | +22.5% | +24.1% |
| 1Y | +28.6% | +25.8% | +2.8% | +13.1% |
| 3Y | +71.2% | +49.1% | +22.1% | +34.5% |
| 5Y | +179.2% | +45.9% | +133.4% | +113.4% |
| 10Y | +124.0% | +349.9% | -225.9% | +3.4% |
| All | +521.9% | +15,389.9% | -14,868.0% | -3.1% |
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