+358.7%
ROK vs BURL
+987.9%
-629.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.9% | -11.2% | -13.4% |
| 7D | -15.6% | +3.5% | -19.1% | -16.3% |
| 30D | -15.5% | -9.3% | -6.2% | -13.5% |
| 3M | -15.1% | -32.1% | +17.0% | -7.0% |
| 6M | -12.0% | -19.8% | +7.8% | -8.1% |
| YTD | -1.1% | -13.2% | +12.1% | +1.0% |
| 1Y | +6.5% | -7.8% | +14.3% | +6.6% |
| 3Y | +51.8% | +89.3% | -37.5% | +23.3% |
| 5Y | +22.2% | -15.8% | +38.0% | +16.6% |
| 10Y | +289.3% | +262.2% | +27.1% | +165.7% |
| All | +358.7% | +987.9% | -629.2% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling