+268.2%
ROK vs BURL
+254.9%
+13.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.0% |
| 7D | -8.5% | -0.8% | -7.7% | -8.2% |
| 30D | -6.4% | -4.4% | -2.0% | -5.4% |
| 3M | -8.8% | -28.6% | +19.7% | -0.7% |
| 6M | -10.5% | -12.3% | +1.8% | -8.4% |
| YTD | +5.4% | -11.3% | +16.7% | +7.2% |
| 1Y | +5.0% | -10.4% | +15.4% | +5.9% |
| 3Y | +64.3% | +96.1% | -31.8% | +28.9% |
| 5Y | +34.0% | -5.0% | +39.0% | +23.3% |
| 10Y | +268.2% | +251.8% | +16.4% | +148.8% |
| All | +268.2% | +254.9% | +13.2% | +148.8% |
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