+47.0%
ROK vs BBAI
-71.3%
+118.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.7% |
| 7D | +0.2% | -4.1% | +4.2% | +0.2% |
| 30D | -1.8% | -12.4% | +10.6% | -1.6% |
| 3M | -7.2% | -29.1% | +21.9% | -6.7% |
| 6M | +14.2% | -32.6% | +46.8% | +14.7% |
| YTD | +10.6% | -47.6% | +58.2% | +11.5% |
| 1Y | +25.9% | -41.0% | +66.9% | +26.5% |
| 3Y | +50.8% | +67.5% | -16.7% | +48.5% |
| 5Y | +47.0% | -71.3% | +118.3% | +38.6% |
| All | +47.0% | -71.3% | +118.3% | +38.6% |
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