+26.1%
ROK vs BURL
-12.4%
+38.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +2.6% |
| 7D | -11.5% | +7.7% | -19.2% | -13.0% |
| 30D | -10.0% | -7.1% | -2.8% | -8.6% |
| 3M | -11.4% | -30.3% | +18.9% | -4.3% |
| 6M | -13.7% | -15.5% | +1.9% | -11.2% |
| YTD | +1.0% | -11.0% | +12.0% | +2.5% |
| 1Y | +5.6% | -8.4% | +14.1% | +5.9% |
| 3Y | +59.1% | +96.7% | -37.6% | +32.7% |
| 5Y | +26.1% | -14.1% | +40.2% | +18.1% |
| All | +26.1% | -12.4% | +38.5% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling