+25.8%
ROK vs BN
-13.5%
+39.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -1.6% | -5.9% | +4.3% | +1.1% |
| 30D | -5.4% | -15.1% | +9.6% | +1.6% |
| 3M | -4.0% | -14.6% | +10.6% | +2.9% |
| 6M | +13.3% | -8.4% | +21.8% | +17.0% |
| YTD | +9.3% | -16.8% | +26.2% | +17.1% |
| 1Y | +25.8% | -14.4% | +40.2% | +32.7% |
| All | +25.8% | -13.5% | +39.4% | +32.7% |
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