+25.0%
ROK vs BG
+7.2%
+17.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.4% |
| 7D | 0.0% | -3.8% | +3.8% | -0.2% |
| 30D | -2.5% | -9.6% | +7.1% | -2.9% |
| 3M | 0.0% | -8.5% | +8.5% | -0.7% |
| 6M | +11.6% | -23.0% | +34.6% | +11.4% |
| YTD | +15.2% | +10.9% | +4.3% | +11.1% |
| 1Y | +25.0% | +6.0% | +19.0% | +20.6% |
| All | +25.0% | +7.2% | +17.8% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling