+28.6%
ROK vs BN
-6.5%
+35.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.7% | -2.5% | +3.2% | +1.8% |
| 30D | -3.3% | -9.5% | +6.2% | +1.0% |
| 3M | -5.9% | -10.4% | +4.5% | -1.3% |
| 6M | +13.9% | -6.4% | +20.2% | +16.4% |
| YTD | +12.6% | -11.9% | +24.4% | +17.5% |
| 1Y | +28.6% | -8.6% | +37.2% | +32.0% |
| All | +28.6% | -6.5% | +35.1% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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