+348.5%
ROK vs BEN
+56.6%
+291.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.2% | -3.1% | +1.9% | +0.3% |
| 30D | -4.8% | +0.2% | -5.0% | -4.9% |
| 3M | -6.1% | +6.8% | -12.9% | -9.6% |
| 6M | +15.5% | +38.1% | -22.6% | -2.6% |
| YTD | +11.2% | +44.3% | -33.2% | -8.4% |
| 1Y | +23.8% | +42.6% | -18.7% | +2.4% |
| 3Y | +53.1% | +52.3% | +0.8% | +19.4% |
| 5Y | +48.3% | +37.6% | +10.6% | +18.5% |
| All | +348.5% | +56.6% | +291.9% | +213.6% |
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