+14,299.2%
ROK vs BEN
+5,129.3%
+9,169.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +6.1% | +11.3% | -5.3% | +1.1% |
| 30D | -6.5% | +15.0% | -21.5% | -12.0% |
| 3M | -10.2% | +7.8% | -18.0% | -13.1% |
| 6M | -10.6% | +15.5% | -26.1% | -16.3% |
| YTD | +4.9% | +55.4% | -50.5% | -13.9% |
| 1Y | +3.8% | +63.3% | -59.5% | -16.6% |
| 3Y | +63.5% | +83.4% | -19.9% | +22.7% |
| 5Y | +30.9% | +28.1% | +2.9% | +12.9% |
| 10Y | +266.4% | +59.1% | +207.3% | +171.1% |
| All | +14,299.2% | +5,129.3% | +9,169.9% | +4,499.1% |
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