+25.0%
ROK vs BURL
-4.6%
+29.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -1.7% |
| 7D | 0.0% | +10.4% | -10.4% | -1.4% |
| 30D | -2.5% | -4.9% | +2.5% | -1.8% |
| 3M | 0.0% | -29.8% | +29.8% | +6.1% |
| 6M | +11.6% | -16.5% | +28.0% | +13.7% |
| YTD | +15.2% | -10.5% | +25.7% | +16.9% |
| 1Y | +25.0% | -5.3% | +30.3% | +26.7% |
| All | +25.0% | -4.6% | +29.6% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling