+61.0%
ROK vs BURL
+87.4%
-26.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | +0.4% |
| 7D | +7.1% | -1.6% | +8.7% | +7.5% |
| 30D | -5.0% | -7.7% | +2.8% | -3.2% |
| 3M | -9.4% | -31.7% | +22.3% | -1.2% |
| 6M | -11.0% | -15.2% | +4.2% | -8.7% |
| YTD | +4.4% | -15.9% | +20.4% | +7.3% |
| 1Y | +7.4% | -14.2% | +21.6% | +9.2% |
| 3Y | +61.0% | +93.5% | -32.5% | +49.4% |
| All | +61.0% | +87.4% | -26.5% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling