+47.5%
ROK vs BTG
+78.0%
-30.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -1.2% | -3.8% | +2.5% | -0.8% |
| 30D | -4.8% | +3.6% | -8.4% | -5.4% |
| 3M | -6.1% | +32.0% | -38.1% | -10.1% |
| 6M | +15.5% | +3.4% | +12.1% | +13.8% |
| YTD | +11.2% | +20.8% | -9.6% | +6.9% |
| 1Y | +23.8% | +22.4% | +1.4% | +18.1% |
| 3Y | +53.1% | +91.7% | -38.6% | +33.8% |
| All | +47.5% | +78.0% | -30.5% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling