+348.5%
ROK vs BTG
+159.3%
+189.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -1.2% | -3.8% | +2.5% | -0.9% |
| 30D | -4.8% | +3.6% | -8.4% | -5.2% |
| 3M | -6.1% | +32.0% | -38.1% | -8.7% |
| 6M | +15.5% | +3.4% | +12.1% | +14.3% |
| YTD | +11.2% | +20.8% | -9.6% | +8.5% |
| 1Y | +23.8% | +22.4% | +1.4% | +20.3% |
| 3Y | +53.1% | +91.7% | -38.6% | +41.8% |
| 5Y | +48.3% | +79.0% | -30.7% | +36.8% |
| All | +348.5% | +159.3% | +189.2% | +320.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling