+140.1%
BP vs ROK
+265.6%
-125.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +2.5% | +6.1% | -3.6% | +0.3% |
| 30D | -5.6% | -6.5% | +0.9% | -3.8% |
| 3M | +8.0% | -10.2% | +18.2% | +11.4% |
| 6M | +5.7% | -10.6% | +16.3% | +8.2% |
| YTD | +36.8% | +4.9% | +31.9% | +29.5% |
| 1Y | +30.7% | +3.8% | +26.9% | +24.0% |
| 3Y | +51.6% | +63.5% | -11.9% | +12.6% |
| 5Y | +112.2% | +30.9% | +81.3% | +69.4% |
| All | +140.1% | +265.6% | -125.5% | +11.7% |
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