+29.5%
ROK vs BAH
+10.2%
+19.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | -11.0% | +0.5% | -11.5% | -11.1% |
| 30D | -8.2% | +18.2% | -26.4% | -10.3% |
| 3M | -8.5% | +13.1% | -21.5% | -10.2% |
| 6M | -12.0% | +15.2% | -27.2% | -14.0% |
| YTD | +3.1% | +6.0% | -2.9% | +1.3% |
| 1Y | +2.9% | +3.1% | -0.2% | +1.5% |
| 3Y | +60.7% | -26.2% | +86.9% | +62.2% |
| 5Y | +29.5% | +9.3% | +20.2% | +11.3% |
| All | +29.5% | +10.2% | +19.3% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling