+3.8%
ROK vs BIYA
-98.5%
+102.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +6.1% | +10.0% | -3.9% | +6.1% |
| 30D | -6.5% | -17.7% | +11.2% | -6.5% |
| 3M | -10.2% | -55.0% | +44.8% | -10.1% |
| 6M | -10.6% | -85.1% | +74.5% | -11.3% |
| YTD | +4.9% | -96.9% | +101.8% | +4.5% |
| 1Y | +3.8% | -98.5% | +102.3% | +4.3% |
| All | +3.8% | -98.5% | +102.4% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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