+47.5%
ROK vs BR
+8.0%
+39.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -1.2% | -3.0% | +1.7% | 0.0% |
| 30D | -4.8% | -0.3% | -4.5% | -4.9% |
| 3M | -6.1% | +17.3% | -23.4% | -14.1% |
| 6M | +15.5% | -6.7% | +22.2% | +18.5% |
| YTD | +11.2% | -23.4% | +34.6% | +27.0% |
| 1Y | +23.8% | -32.7% | +56.5% | +53.1% |
| 3Y | +53.1% | -5.9% | +59.0% | +51.1% |
| All | +47.5% | +8.0% | +39.5% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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