+275.1%
BLK vs ROK
+357.9%
-82.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +0.8% |
| 7D | -3.3% | -1.2% | -2.1% | -2.7% |
| 30D | -6.5% | -4.8% | -1.7% | -4.2% |
| 3M | +6.7% | -6.1% | +12.8% | +9.3% |
| 6M | +14.7% | +15.5% | -0.7% | +4.6% |
| YTD | +2.5% | +11.2% | -8.6% | -5.0% |
| 1Y | -2.8% | +23.8% | -26.6% | -15.1% |
| 3Y | +65.9% | +53.1% | +12.7% | +22.9% |
| 5Y | +33.0% | +48.3% | -15.3% | -2.8% |
| All | +275.1% | +357.9% | -82.9% | +46.0% |
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 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