+68.2%
ROK vs BIYA
-99.8%
+168.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +0.2% | +2.7% | -2.6% | +0.1% |
| 30D | -1.8% | -16.7% | +14.9% | -1.6% |
| 3M | -7.2% | -74.6% | +67.5% | -7.3% |
| 6M | +14.2% | -85.4% | +99.5% | +13.5% |
| YTD | +10.6% | -94.2% | +104.8% | +11.7% |
| 1Y | +25.9% | -98.6% | +124.5% | +33.2% |
| All | +68.2% | -99.8% | +168.0% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling