+142.2%
BP vs ROK
+264.0%
-121.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +3.8% | +7.1% | -3.3% | +1.2% |
| 30D | -5.3% | -5.0% | -0.3% | -4.1% |
| 3M | +9.3% | -9.4% | +18.6% | +12.3% |
| 6M | +7.2% | -11.0% | +18.2% | +9.9% |
| YTD | +38.0% | +4.4% | +33.6% | +30.8% |
| 1Y | +33.2% | +7.4% | +25.8% | +24.6% |
| 3Y | +50.3% | +61.0% | -10.7% | +12.4% |
| 5Y | +114.1% | +30.4% | +83.7% | +71.2% |
| All | +142.2% | +264.0% | -121.8% | +12.9% |
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