+354.9%
ROK vs BAH
+186.6%
+168.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.2% | -1.3% | +1.5% | +0.5% |
| 30D | -1.8% | -6.6% | +4.8% | -0.3% |
| 3M | -7.2% | -7.2% | 0.0% | -6.1% |
| 6M | +14.2% | -10.0% | +24.1% | +15.8% |
| YTD | +10.6% | -12.5% | +23.0% | +12.0% |
| 1Y | +25.9% | -27.9% | +53.8% | +34.0% |
| 3Y | +50.8% | -31.4% | +82.2% | +54.9% |
| 5Y | +47.0% | -3.2% | +50.3% | +31.6% |
| 10Y | +354.9% | +191.5% | +163.4% | +196.7% |
| All | +354.9% | +186.6% | +168.3% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling