+50.6%
ROK vs BG
+20.1%
+30.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -1.6% | +3.7% | -5.3% | -2.1% |
| 30D | -5.4% | +12.3% | -17.8% | -7.0% |
| 3M | -4.0% | -2.2% | -1.7% | -3.6% |
| 6M | +13.3% | +5.3% | +8.0% | +12.0% |
| YTD | +9.3% | +42.4% | -33.1% | +1.9% |
| 1Y | +25.8% | +55.2% | -29.4% | +14.7% |
| All | +50.6% | +20.1% | +30.5% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling