+64.7%
ROK vs BBAI
-80.9%
+145.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.7% | +7.3% | -0.3% |
| 7D | +7.1% | -14.0% | +21.0% | +7.4% |
| 30D | -5.0% | -12.4% | +7.4% | -4.7% |
| 3M | -9.4% | -42.8% | +33.4% | -8.5% |
| 6M | -11.0% | -54.6% | +43.6% | -9.9% |
| YTD | +4.4% | -64.6% | +69.1% | +6.0% |
| 1Y | +7.4% | -69.9% | +77.3% | +9.2% |
| 3Y | +61.0% | +7.3% | +53.7% | +59.8% |
| 5Y | +30.4% | -80.8% | +111.2% | +26.5% |
| All | +64.7% | -80.9% | +145.6% | +60.1% |
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