+45.9%
ROK vs BTDR
+16.5%
+29.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.7% |
| 7D | -1.6% | -3.2% | +1.6% | -1.4% |
| 30D | -5.4% | +32.7% | -38.1% | -7.3% |
| 3M | -4.0% | -28.4% | +24.4% | -2.8% |
| 6M | +13.3% | +51.7% | -38.4% | +9.0% |
| YTD | +9.3% | +2.9% | +6.5% | +7.1% |
| 1Y | +25.8% | -15.5% | +41.3% | +23.0% |
| 3Y | +49.1% | 0.0% | +49.1% | +36.7% |
| 5Y | +45.9% | +16.5% | +29.4% | +30.7% |
| All | +45.9% | +16.5% | +29.4% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling