+23.8%
ROK vs BBWI
-31.4%
+55.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.8% | +1.0% |
| 7D | -1.2% | -4.8% | +3.6% | -0.8% |
| 30D | -4.8% | +3.5% | -8.3% | -5.4% |
| 3M | -6.1% | -0.3% | -5.8% | -6.4% |
| 6M | +15.5% | -5.4% | +20.9% | +15.1% |
| YTD | +11.2% | -4.7% | +15.9% | +11.2% |
| 1Y | +23.8% | -30.5% | +54.3% | +26.3% |
| All | +23.8% | -31.4% | +55.2% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling