+47.8%
ROK vs BTSG
+389.4%
-341.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | -1.2% | -3.3% | +2.0% | -0.6% |
| 30D | -4.8% | -1.6% | -3.2% | -4.6% |
| 3M | -6.1% | -6.9% | +0.8% | -5.8% |
| 6M | +15.5% | +42.1% | -26.6% | +4.2% |
| YTD | +11.2% | +56.8% | -45.7% | -2.3% |
| 1Y | +23.8% | +109.8% | -86.0% | +1.4% |
| All | +47.8% | +389.4% | -341.6% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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