+34.0%
ROK vs BB
-11.2%
+45.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.6% | +1.7% |
| 7D | -8.5% | +7.3% | -15.8% | -9.6% |
| 30D | -6.4% | +11.2% | -17.6% | -8.5% |
| 3M | -8.8% | +4.7% | -13.5% | -10.4% |
| 6M | -10.5% | +51.1% | -61.6% | -19.5% |
| YTD | +5.4% | +148.0% | -142.6% | -14.6% |
| 1Y | +5.0% | +106.1% | -101.2% | -12.1% |
| 3Y | +64.3% | +158.2% | -93.9% | +24.5% |
| 5Y | +34.0% | -10.8% | +44.8% | +22.6% |
| All | +34.0% | -11.2% | +45.2% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling