+135.8%
BP vs ROK
+46.6%
+89.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.6% |
| 7D | +0.9% | +2.8% | -1.9% | +0.4% |
| 30D | +9.1% | -2.4% | +11.5% | +9.5% |
| 3M | +3.9% | -4.7% | +8.6% | +4.4% |
| 6M | +13.6% | +16.8% | -3.1% | +8.8% |
| YTD | +34.0% | +11.4% | +22.7% | +29.5% |
| 1Y | +39.2% | +26.2% | +13.0% | +30.3% |
| 3Y | +36.4% | +51.9% | -15.4% | +19.3% |
| 5Y | +135.8% | +46.4% | +89.4% | +99.2% |
| All | +135.8% | +46.6% | +89.2% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling