+4,472.2%
ROK vs BB
+258.8%
+4,213.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | -5.6% | +6.3% | +1.5% |
| 30D | -3.3% | -11.8% | +8.5% | -1.7% |
| 3M | -5.9% | -25.5% | +19.7% | -2.8% |
| 6M | +13.9% | +121.3% | -107.4% | 0.0% |
| YTD | +12.6% | +103.2% | -90.6% | 0.0% |
| 1Y | +28.6% | +102.6% | -74.0% | +13.7% |
| 3Y | +45.1% | +37.5% | +7.6% | +30.2% |
| 5Y | +45.6% | -30.4% | +76.0% | +39.1% |
| 10Y | +345.0% | 0.0% | +345.0% | +249.5% |
| All | +4,472.2% | +258.8% | +4,213.4% | +2,811.5% |
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