+23.8%
ROK vs BWA
+55.6%
-31.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | -4.8% | -2.9% | -1.9% | -4.1% |
| 3M | -6.1% | -10.7% | +4.6% | -3.8% |
| 6M | +15.5% | +26.5% | -11.0% | +10.3% |
| YTD | +11.2% | +49.1% | -37.9% | -2.1% |
| 1Y | +23.8% | +52.1% | -28.2% | +8.3% |
| All | +23.8% | +55.6% | -31.8% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling