+1,383.2%
BP vs ROK
+14,831.9%
-13,448.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.7% | +0.8% |
| 7D | -0.8% | -8.5% | +7.7% | +1.6% |
| 30D | -3.1% | -6.4% | +3.3% | -1.6% |
| 3M | +6.2% | -8.8% | +15.0% | +8.5% |
| 6M | +4.8% | -10.5% | +15.3% | +6.9% |
| YTD | +35.2% | +5.4% | +29.7% | +29.6% |
| 1Y | +27.4% | +5.0% | +22.4% | +22.1% |
| 3Y | +49.8% | +64.3% | -14.5% | +20.9% |
| 5Y | +109.4% | +34.0% | +75.4% | +75.6% |
| 10Y | +135.7% | +268.2% | -132.5% | +42.4% |
| All | +1,383.2% | +14,831.9% | -13,448.7% | +313.2% |
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 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