+51.9%
ROK vs BB
+68.2%
-16.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.4% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | -2.4% | -12.4% | +10.0% | -0.5% |
| 3M | -4.7% | -15.3% | +10.6% | -3.3% |
| 6M | +16.8% | +128.8% | -112.0% | -1.0% |
| YTD | +11.4% | +107.7% | -96.3% | -4.0% |
| 1Y | +26.2% | +103.9% | -77.7% | +8.3% |
| 3Y | +51.9% | +72.6% | -20.7% | +21.0% |
| All | +51.9% | +68.2% | -16.3% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling