-2.8%
BLK vs ROK
+27.3%
-30.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.1% |
| 7D | -3.3% | -1.2% | -2.1% | -2.9% |
| 30D | -6.5% | -4.8% | -1.7% | -5.0% |
| 3M | +6.7% | -6.1% | +12.8% | +8.1% |
| 6M | +14.7% | +15.5% | -0.7% | +5.5% |
| YTD | +2.5% | +11.2% | -8.6% | -4.6% |
| 1Y | -2.8% | +23.8% | -26.6% | -14.2% |
| All | -2.8% | +27.3% | -30.1% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling