+341.2%
ROK vs BB
-0.1%
+341.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.7% |
| 7D | -1.6% | -2.1% | +0.5% | -1.3% |
| 30D | -5.4% | -16.0% | +10.6% | -3.2% |
| 3M | -4.0% | -14.5% | +10.6% | -2.8% |
| 6M | +13.3% | +118.6% | -105.2% | -0.4% |
| YTD | +9.3% | +98.9% | -89.6% | -2.7% |
| 1Y | +25.8% | +99.5% | -73.7% | +11.4% |
| 3Y | +49.1% | +65.4% | -16.2% | +30.2% |
| 5Y | +45.9% | -27.6% | +73.5% | +36.3% |
| All | +341.2% | -0.1% | +341.3% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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