+263.4%
ROK vs BEN
+58.7%
+204.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.7% |
| 7D | +7.1% | +6.8% | +0.3% | +3.5% |
| 30D | -5.0% | +18.0% | -22.9% | -12.6% |
| 3M | -9.4% | +7.5% | -16.8% | -12.7% |
| 6M | -11.0% | +14.7% | -25.7% | -17.4% |
| YTD | +4.4% | +56.1% | -51.6% | -17.5% |
| 1Y | +7.4% | +69.6% | -62.2% | -18.7% |
| 3Y | +61.0% | +87.7% | -26.7% | +12.8% |
| 5Y | +30.4% | +28.6% | +1.7% | +7.8% |
| All | +263.4% | +58.7% | +204.6% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 10y: compounded portfolio wealth divided by compounded BEN 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…
10y analysis · Full analysis span regression · 6 months rolling