+47.5%
ROK vs BG
+81.8%
-34.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.0% |
| 7D | -1.2% | +3.1% | -4.4% | -1.8% |
| 30D | -4.8% | +10.2% | -15.0% | -6.7% |
| 3M | -6.1% | -1.7% | -4.4% | -6.0% |
| 6M | +15.5% | +1.0% | +14.5% | +14.5% |
| YTD | +11.2% | +39.9% | -28.7% | +2.4% |
| 1Y | +23.8% | +53.2% | -29.4% | +11.3% |
| 3Y | +53.1% | +16.3% | +36.8% | +44.6% |
| All | +47.5% | +81.8% | -34.3% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling