+12,790.5%
BLK vs ROK
+3,738.9%
+9,051.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -2.7% | +0.2% | -2.8% | -2.7% |
| 30D | -4.8% | -1.8% | -3.0% | -4.0% |
| 3M | +6.5% | -7.2% | +13.7% | +9.4% |
| 6M | +13.2% | +14.2% | -1.0% | +4.9% |
| YTD | +1.8% | +10.6% | -8.8% | -4.5% |
| 1Y | -1.0% | +25.9% | -26.9% | -12.8% |
| 3Y | +66.0% | +50.8% | +15.2% | +28.9% |
| 5Y | +31.2% | +47.0% | -15.8% | +1.1% |
| 10Y | +278.5% | +354.9% | -76.4% | +67.3% |
| All | +12,790.5% | +3,738.9% | +9,051.6% | +2,710.4% |
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 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