+1,360.9%
BP vs ROK
+14,499.9%
-13,139.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.6% |
| 7D | -6.3% | -11.0% | +4.7% | -3.3% |
| 30D | -3.6% | -8.2% | +4.6% | -1.5% |
| 3M | +5.2% | -8.5% | +13.7% | +7.4% |
| 6M | +5.3% | -12.0% | +17.3% | +8.0% |
| YTD | +33.1% | +3.1% | +30.1% | +28.5% |
| 1Y | +26.3% | +2.9% | +23.4% | +21.8% |
| 3Y | +47.5% | +60.7% | -13.1% | +19.9% |
| 5Y | +106.2% | +29.5% | +76.7% | +74.7% |
| 10Y | +127.0% | +262.6% | -135.7% | +37.8% |
| All | +1,360.9% | +14,499.9% | -13,139.0% | +309.8% |
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