+47.5%
ROK vs BRO
+17.6%
+29.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -1.2% | -7.3% | +6.1% | +1.0% |
| 30D | -4.8% | -6.9% | +2.1% | -2.9% |
| 3M | -6.1% | +10.7% | -16.8% | -10.2% |
| 6M | +15.5% | -2.7% | +18.2% | +15.5% |
| YTD | +11.2% | -16.3% | +27.5% | +17.6% |
| 1Y | +23.8% | -29.1% | +52.9% | +40.2% |
| 3Y | +53.1% | -7.8% | +61.0% | +47.8% |
| All | +47.5% | +17.6% | +29.9% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling