+1,113.4%
ROK vs BTG
+378.0%
+735.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.9% |
| 7D | +2.8% | +4.8% | -2.0% | +2.4% |
| 30D | -2.4% | +8.3% | -10.8% | -3.0% |
| 3M | -4.7% | +32.3% | -37.0% | -6.9% |
| 6M | +16.8% | +3.0% | +13.8% | +15.8% |
| YTD | +11.4% | +21.9% | -10.6% | +9.0% |
| 1Y | +26.2% | +28.2% | -2.0% | +22.7% |
| 3Y | +51.9% | +99.9% | -48.0% | +41.9% |
| 5Y | +46.4% | +73.6% | -27.2% | +36.9% |
| 10Y | +343.5% | +136.5% | +207.0% | +295.8% |
| All | +1,113.4% | +378.0% | +735.4% | +811.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling