+15,354.0%
ROK vs BEN
+4,913.3%
+10,440.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | -0.2% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -3.3% | -0.5% | -2.8% | -3.1% |
| 3M | -5.9% | +9.7% | -15.6% | -9.8% |
| 6M | +13.9% | +33.9% | -20.0% | -0.3% |
| YTD | +12.6% | +49.0% | -36.4% | -5.9% |
| 1Y | +28.6% | +42.1% | -13.5% | +9.5% |
| 3Y | +45.1% | +51.9% | -6.8% | +17.8% |
| 5Y | +45.6% | +39.0% | +6.5% | +20.7% |
| 10Y | +345.0% | +57.9% | +287.2% | +229.2% |
| All | +15,354.0% | +4,913.3% | +10,440.7% | +4,926.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling