+4,141.8%
ROK vs BB
+314.8%
+3,827.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | +7.1% | +1.8% | +5.2% | +6.8% |
| 30D | -5.0% | +8.1% | -13.1% | -6.2% |
| 3M | -9.4% | -1.0% | -8.4% | -9.8% |
| 6M | -11.0% | +45.9% | -56.9% | -17.1% |
| YTD | +4.4% | +134.8% | -130.4% | -9.5% |
| 1Y | +7.4% | +104.6% | -97.2% | -5.3% |
| 3Y | +61.0% | +152.8% | -91.9% | +32.9% |
| 5Y | +30.4% | -17.4% | +47.8% | +21.6% |
| 10Y | +264.8% | +22.4% | +242.4% | +177.3% |
| All | +4,141.8% | +314.8% | +3,827.0% | +2,534.0% |
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 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