+4,181.1%
ROK vs BB
+338.1%
+3,843.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.6% | +1.9% |
| 7D | -8.5% | +7.3% | -15.8% | -9.3% |
| 30D | -6.4% | +11.2% | -17.6% | -8.0% |
| 3M | -8.8% | +4.7% | -13.5% | -10.0% |
| 6M | -10.5% | +51.1% | -61.6% | -17.1% |
| YTD | +5.4% | +148.0% | -142.6% | -9.4% |
| 1Y | +5.0% | +106.1% | -101.2% | -7.6% |
| 3Y | +64.3% | +158.2% | -93.9% | +35.3% |
| 5Y | +34.0% | -10.8% | +44.8% | +23.6% |
| 10Y | +268.2% | +29.3% | +238.9% | +177.7% |
| All | +4,181.1% | +338.1% | +3,843.0% | +2,538.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling