+30.9%
ROK vs BBAI
-79.3%
+110.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.0% | +9.5% | -0.3% |
| 7D | +6.1% | -6.8% | +12.8% | +6.2% |
| 30D | -6.5% | -13.4% | +6.9% | -6.3% |
| 3M | -10.2% | -36.5% | +26.3% | -9.5% |
| 6M | -10.6% | -50.6% | +40.0% | -9.6% |
| YTD | +4.9% | -61.7% | +66.6% | +6.3% |
| 1Y | +3.8% | -71.1% | +74.9% | +5.6% |
| 3Y | +63.5% | +32.7% | +30.8% | +61.9% |
| 5Y | +30.9% | -79.2% | +110.2% | +26.3% |
| All | +30.9% | -79.3% | +110.2% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling