+14,299.2%
ROK vs BN
+15,786.9%
-1,487.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | +6.1% | -0.3% | +6.4% | +6.2% |
| 30D | -6.5% | +13.6% | -20.1% | -11.9% |
| 3M | -10.2% | -6.7% | -3.5% | -7.5% |
| 6M | -10.6% | -9.0% | -1.7% | -7.2% |
| YTD | +4.9% | -8.8% | +13.7% | +8.3% |
| 1Y | +3.8% | -10.6% | +14.4% | +8.1% |
| 3Y | +63.5% | +98.8% | -35.3% | +17.8% |
| 5Y | +30.9% | +33.6% | -2.7% | +10.4% |
| 10Y | +266.4% | +298.3% | -32.0% | +90.7% |
| All | +14,299.2% | +15,786.9% | -1,487.8% | +4,057.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling