+56.2%
ROK vs BTDR
+19.6%
+36.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.1% | +1.4% |
| 7D | -1.2% | -3.4% | +2.1% | -1.0% |
| 30D | -4.8% | +32.6% | -37.4% | -6.7% |
| 3M | -6.1% | -32.2% | +26.1% | -4.6% |
| 6M | +15.5% | +52.4% | -36.9% | +11.0% |
| YTD | +11.2% | +6.7% | +4.5% | +8.6% |
| 1Y | +23.8% | -15.2% | +39.1% | +21.0% |
| 3Y | +53.1% | +14.9% | +38.2% | +40.1% |
| 5Y | +48.3% | +20.8% | +27.5% | +35.6% |
| All | +56.2% | +19.6% | +36.6% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling