+30.1%
ROK vs BURL
-10.8%
+40.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.3% |
| 3M | -9.4% | -31.7% | +22.3% | -1.6% |
| 6M | -11.0% | -15.2% | +4.2% | -8.6% |
| YTD | +4.4% | -15.9% | +20.4% | +7.3% |
| 1Y | +7.4% | -14.2% | +21.6% | +9.3% |
| 3Y | +61.0% | +93.5% | -32.5% | +34.8% |
| All | +30.1% | -10.8% | +40.9% | +21.8% |
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 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