+422.2%
ROK vs BURL
+1,051.1%
-628.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.6% |
| 7D | +0.7% | -2.8% | +3.5% | +1.4% |
| 30D | -3.3% | -28.2% | +24.8% | +4.8% |
| 3M | -5.9% | -17.6% | +11.7% | -1.6% |
| 6M | +13.9% | -11.8% | +25.6% | +16.4% |
| YTD | +12.6% | -8.1% | +20.7% | +13.8% |
| 1Y | +28.6% | -12.0% | +40.5% | +30.4% |
| 3Y | +45.1% | +63.3% | -18.2% | +22.5% |
| 5Y | +45.6% | -10.8% | +56.4% | +37.1% |
| 10Y | +345.0% | +215.9% | +129.1% | +208.6% |
| All | +422.2% | +1,051.1% | -628.9% | +219.4% |
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 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