+263.4%
ROK vs BURL
+252.7%
+10.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | -13.8% | +4.1% | -17.9% | -14.7% |
| 30D | -14.9% | -9.5% | -5.5% | -12.8% |
| 3M | -14.7% | -33.5% | +18.9% | -5.2% |
| 6M | -17.7% | -22.1% | +4.4% | -13.0% |
| YTD | -2.5% | -14.6% | +12.1% | +0.2% |
| 1Y | +2.3% | -8.4% | +10.6% | +2.4% |
| 3Y | +52.7% | +86.6% | -33.8% | +21.5% |
| 5Y | +20.5% | -17.2% | +37.7% | +15.7% |
| All | +263.4% | +252.7% | +10.7% | +149.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling