+47.5%
ROK vs BTI
+114.1%
-66.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +0.2% | -2.4% | +2.6% | +0.7% |
| 30D | -1.8% | -4.8% | +3.0% | -0.9% |
| 3M | -7.2% | -8.1% | +0.9% | -5.8% |
| 6M | +14.2% | -4.2% | +18.3% | +14.3% |
| YTD | +10.6% | -1.3% | +11.9% | +9.7% |
| 1Y | +25.9% | +2.1% | +23.8% | +23.9% |
| 3Y | +50.8% | +108.9% | -58.1% | +19.2% |
| All | +47.5% | +114.1% | -66.6% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling