+1,335.7%
BP vs ROK
+15,847.2%
-14,511.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | +3.9% | +0.7% | +3.3% | +3.7% |
| 30D | +7.6% | -3.3% | +10.9% | +8.6% |
| 3M | +0.7% | -5.9% | +6.6% | +1.9% |
| 6M | +15.5% | +13.9% | +1.6% | +9.1% |
| YTD | +30.8% | +12.6% | +18.3% | +23.7% |
| 1Y | +34.3% | +28.6% | +5.7% | +21.3% |
| 3Y | +35.1% | +45.1% | -10.1% | +14.0% |
| 5Y | +126.8% | +45.6% | +81.3% | +86.0% |
| 10Y | +123.4% | +345.0% | -221.7% | +28.2% |
| All | +1,335.7% | +15,847.2% | -14,511.5% | +294.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling