+50.6%
ROK vs BTG
+94.1%
-43.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.8% |
| 7D | -1.6% | -5.5% | +3.8% | -0.9% |
| 30D | -5.4% | +6.1% | -11.5% | -6.2% |
| 3M | -4.0% | +38.6% | -42.6% | -8.3% |
| 6M | +13.3% | +0.7% | +12.7% | +12.2% |
| YTD | +9.3% | +20.3% | -11.0% | +5.9% |
| 1Y | +25.8% | +25.0% | +0.8% | +20.5% |
| All | +50.6% | +94.1% | -43.5% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling