+47.0%
ROK vs BN
+33.2%
+13.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.4% |
| 7D | +0.2% | -3.0% | +3.2% | +1.8% |
| 30D | -1.8% | -13.0% | +11.2% | +6.0% |
| 3M | -7.2% | -15.2% | +8.0% | +1.4% |
| 6M | +14.2% | -5.9% | +20.1% | +17.1% |
| YTD | +10.6% | -15.8% | +26.4% | +20.1% |
| 1Y | +25.9% | -12.2% | +38.1% | +33.1% |
| 3Y | +50.8% | +72.2% | -21.4% | +7.3% |
| 5Y | +47.0% | +33.2% | +13.8% | +16.6% |
| All | +47.0% | +33.2% | +13.9% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling