+7,920.7%
BNY vs ROK
+15,389.9%
-7,469.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.6% |
| 7D | -1.1% | -1.6% | +0.6% | -0.3% |
| 30D | +1.4% | -5.4% | +6.9% | +4.0% |
| 3M | +16.8% | -4.0% | +20.8% | +18.1% |
| 6M | +42.0% | +13.3% | +28.6% | +32.2% |
| YTD | +41.9% | +9.3% | +32.6% | +33.9% |
| 1Y | +59.2% | +25.8% | +33.4% | +40.4% |
| 3Y | +290.9% | +49.1% | +241.8% | +204.5% |
| 5Y | +259.0% | +45.9% | +213.2% | +174.1% |
| 10Y | +413.0% | +349.9% | +63.2% | +120.3% |
| All | +7,920.7% | +15,389.9% | -7,469.2% | +774.2% |
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 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