+15,354.0%
ROK vs BN
+15,251.3%
+102.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | -5.9% | -10.4% | +4.5% | -1.3% |
| 6M | +13.9% | -6.4% | +20.2% | +16.7% |
| YTD | +12.6% | -11.9% | +24.4% | +18.2% |
| 1Y | +28.6% | -8.6% | +37.2% | +32.6% |
| 3Y | +45.1% | +77.6% | -32.4% | +9.6% |
| 5Y | +45.6% | +37.0% | +8.5% | +21.5% |
| 10Y | +345.0% | +266.4% | +78.6% | +140.2% |
| All | +15,354.0% | +15,251.3% | +102.7% | +4,439.2% |
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