+53.1%
ROK vs BRO
-7.6%
+60.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -1.2% | -7.3% | +6.1% | -0.5% |
| 30D | -4.8% | -6.9% | +2.1% | -4.2% |
| 3M | -6.1% | +10.7% | -16.8% | -7.7% |
| 6M | +15.5% | -2.7% | +18.2% | +16.4% |
| YTD | +11.2% | -16.3% | +27.5% | +15.5% |
| 1Y | +23.8% | -29.1% | +52.9% | +34.3% |
| 3Y | +53.1% | -7.8% | +61.0% | +65.8% |
| All | +53.1% | -7.6% | +60.8% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling