+47.0%
ROK vs BEN
+40.0%
+7.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.1% |
| 7D | +0.2% | +3.4% | -3.2% | -1.6% |
| 30D | -1.8% | +1.8% | -3.6% | -2.8% |
| 3M | -7.2% | +8.4% | -15.6% | -11.4% |
| 6M | +14.2% | +35.6% | -21.5% | -3.6% |
| YTD | +10.6% | +46.4% | -35.8% | -10.4% |
| 1Y | +25.9% | +46.3% | -20.4% | +1.8% |
| 3Y | +50.8% | +54.6% | -3.8% | +15.0% |
| 5Y | +47.0% | +39.4% | +7.7% | +14.5% |
| All | +47.0% | +40.0% | +7.1% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling