+348.5%
ROK vs BTI
+73.8%
+274.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -1.2% | -0.2% | -1.1% | -1.2% |
| 30D | -4.8% | -1.1% | -3.7% | -4.6% |
| 3M | -6.1% | -8.8% | +2.7% | -3.7% |
| 6M | +15.5% | -4.0% | +19.4% | +15.9% |
| YTD | +11.2% | +0.4% | +10.8% | +9.6% |
| 1Y | +23.8% | +1.9% | +21.9% | +21.3% |
| 3Y | +53.1% | +108.5% | -55.4% | +13.4% |
| 5Y | +48.3% | +118.5% | -70.2% | +6.0% |
| All | +348.5% | +73.8% | +274.7% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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