+77.5%
ROK vs BBAI
-70.8%
+148.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.3% |
| 7D | +0.7% | -4.3% | +4.9% | +0.8% |
| 30D | -3.3% | -3.6% | +0.3% | -3.3% |
| 3M | -5.9% | -38.8% | +32.9% | -5.1% |
| 6M | +13.9% | -23.8% | +37.6% | +14.2% |
| YTD | +12.6% | -45.9% | +58.5% | +13.4% |
| 1Y | +28.6% | -40.8% | +69.4% | +29.2% |
| 3Y | +45.1% | +69.8% | -24.7% | +42.9% |
| 5Y | +45.6% | -70.3% | +115.9% | +40.0% |
| All | +77.5% | -70.8% | +148.3% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling