+133.9%
BP vs ROK
+343.9%
-210.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +4.0% | +0.2% | +3.8% | +3.9% |
| 30D | +7.8% | -1.8% | +9.6% | +8.4% |
| 3M | +8.4% | -7.2% | +15.6% | +10.5% |
| 6M | +15.1% | +14.2% | +0.9% | +6.8% |
| YTD | +36.4% | +10.6% | +25.8% | +27.6% |
| 1Y | +40.9% | +25.9% | +15.0% | +24.4% |
| 3Y | +38.8% | +50.8% | -11.9% | +8.5% |
| 5Y | +141.1% | +47.0% | +94.0% | +82.6% |
| 10Y | +133.9% | +354.9% | -221.0% | +2.4% |
| All | +133.9% | +343.9% | -210.0% | +2.4% |
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 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