+61.7%
ROK vs BEN
+85.5%
-23.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | +6.1% | +11.3% | -5.3% | +0.1% |
| 30D | -6.5% | +15.0% | -21.5% | -12.9% |
| 3M | -10.2% | +7.8% | -18.0% | -13.6% |
| 6M | -10.6% | +15.5% | -26.1% | -17.5% |
| YTD | +4.9% | +55.4% | -50.5% | -17.3% |
| 1Y | +3.8% | +63.3% | -59.5% | -20.2% |
| All | +61.7% | +85.5% | -23.9% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling