+341.2%
ROK vs BN
+263.5%
+77.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.4% |
| 7D | -1.6% | -5.9% | +4.3% | +1.9% |
| 30D | -5.4% | -15.1% | +9.6% | +3.9% |
| 3M | -4.0% | -14.6% | +10.6% | +4.9% |
| 6M | +13.3% | -8.4% | +21.8% | +18.3% |
| YTD | +9.3% | -16.8% | +26.2% | +20.2% |
| 1Y | +25.8% | -14.4% | +40.2% | +35.4% |
| 3Y | +49.1% | +70.1% | -21.0% | +4.0% |
| 5Y | +45.9% | +33.5% | +12.3% | +14.4% |
| All | +341.2% | +263.5% | +77.6% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling