+801.1%
ROK vs BAH
+886.2%
-85.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +0.7% | -3.2% | +3.9% | +1.5% |
| 30D | -3.3% | +2.0% | -5.3% | -4.0% |
| 3M | -5.9% | -7.6% | +1.8% | -4.6% |
| 6M | +13.9% | -5.7% | +19.5% | +13.9% |
| YTD | +12.6% | -11.7% | +24.3% | +13.8% |
| 1Y | +28.6% | -27.4% | +56.0% | +36.9% |
| 3Y | +45.1% | -32.5% | +77.6% | +51.5% |
| 5Y | +45.6% | -3.3% | +48.9% | +32.6% |
| 10Y | +345.0% | +186.0% | +159.0% | +177.6% |
| All | +801.1% | +886.2% | -85.1% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling