+28.6%
ROK vs BTG
+38.4%
-9.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | +0.7% | -0.9% | +1.6% | +0.8% |
| 30D | -3.3% | +36.8% | -40.1% | -7.5% |
| 3M | -5.9% | +23.1% | -29.0% | -8.6% |
| 6M | +13.9% | +3.5% | +10.4% | +12.7% |
| YTD | +12.6% | +25.5% | -12.9% | +9.3% |
| 1Y | +28.6% | +40.1% | -11.5% | +24.0% |
| All | +28.6% | +38.4% | -9.8% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling