+7.4%
ROK vs BAH
+5.1%
+2.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +7.1% | +1.7% | +5.4% | +7.2% |
| 30D | -5.0% | +20.8% | -25.7% | -4.1% |
| 3M | -9.4% | +11.6% | -21.0% | -8.7% |
| 6M | -11.0% | +23.1% | -34.1% | -9.6% |
| YTD | +4.4% | +5.3% | -0.8% | +5.2% |
| 1Y | +7.4% | +6.1% | +1.3% | +6.8% |
| All | +7.4% | +5.1% | +2.3% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling