-10.5%
ROK vs BAH
+14.4%
-24.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.2% |
| 7D | -8.5% | -1.6% | -6.9% | -8.8% |
| 30D | -6.4% | +18.0% | -24.4% | -3.3% |
| 3M | -8.8% | +11.4% | -20.3% | -6.5% |
| 6M | -10.5% | +17.7% | -28.2% | -4.1% |
| All | -10.5% | +14.4% | -24.9% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling