+15,354.0%
ROK vs BBWI
+1,034.6%
+14,319.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +0.5% |
| 7D | +0.7% | +1.5% | -0.8% | +0.3% |
| 30D | -3.3% | -5.2% | +1.9% | -2.4% |
| 3M | -5.9% | +11.1% | -17.0% | -9.5% |
| 6M | +13.9% | -13.4% | +27.2% | +15.7% |
| YTD | +12.6% | +0.1% | +12.5% | +9.3% |
| 1Y | +28.6% | -36.1% | +64.7% | +38.5% |
| 3Y | +45.1% | -44.1% | +89.2% | +54.9% |
| 5Y | +45.6% | -66.2% | +111.8% | +69.8% |
| 10Y | +345.0% | -54.8% | +399.8% | +289.4% |
| All | +15,354.0% | +1,034.6% | +14,319.4% | +4,658.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling