+47.5%
BP vs ROK
+61.6%
-14.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.3% |
| 7D | -6.3% | -11.0% | +4.7% | -4.9% |
| 30D | -3.6% | -8.2% | +4.6% | -2.6% |
| 3M | +5.2% | -8.5% | +13.7% | +6.3% |
| 6M | +5.3% | -12.0% | +17.3% | +6.6% |
| YTD | +33.1% | +3.1% | +30.1% | +29.9% |
| 1Y | +26.3% | +2.9% | +23.4% | +23.2% |
| 3Y | +47.5% | +60.7% | -13.1% | +28.3% |
| All | +47.5% | +61.6% | -14.1% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling