+60.3%
ROK vs BIYA
-99.9%
+160.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.1% | +2.2% |
| 7D | -8.5% | +2.5% | -11.0% | -8.5% |
| 30D | -6.4% | -22.3% | +15.9% | -6.2% |
| 3M | -8.8% | -54.8% | +46.0% | -8.3% |
| 6M | -10.5% | -86.5% | +76.0% | -11.0% |
| YTD | +5.4% | -96.8% | +102.3% | +7.0% |
| 1Y | +5.0% | -98.6% | +103.6% | +9.7% |
| All | +60.3% | -99.9% | +160.2% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling