+21.8%
ROK vs BURL
-17.2%
+39.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | -13.8% | +4.1% | -17.9% | -14.6% |
| 30D | -14.9% | -9.5% | -5.5% | -13.1% |
| 3M | -14.7% | -33.5% | +18.9% | -6.8% |
| 6M | -17.7% | -22.1% | +4.4% | -13.7% |
| 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% | +28.9% |
| All | +21.8% | -17.2% | +39.0% | +14.7% |
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 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