+72.4%
ROK vs BBAI
-71.8%
+144.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | -1.6% | -5.4% | +3.8% | -1.5% |
| 30D | -5.4% | -15.3% | +9.9% | -5.2% |
| 3M | -4.0% | -29.9% | +25.9% | -3.4% |
| 6M | +13.3% | -30.7% | +44.1% | +13.9% |
| YTD | +9.3% | -47.8% | +57.1% | +10.2% |
| 1Y | +25.8% | -40.4% | +66.2% | +26.4% |
| 3Y | +49.1% | +66.9% | -17.8% | +46.9% |
| 5Y | +45.9% | -71.4% | +117.2% | +40.3% |
| All | +72.4% | -71.8% | +144.2% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 10y: compounded portfolio wealth divided by compounded BBAI 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…
10y analysis · Full analysis span regression · 6 months rolling