+8,782.2%
ROK vs BWA
+2,626.5%
+6,155.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.6% |
| 7D | -8.5% | +1.7% | -10.2% | -8.9% |
| 30D | -6.4% | -14.6% | +8.2% | +0.2% |
| 3M | -8.8% | -26.2% | +17.4% | +3.5% |
| 6M | -10.5% | -18.4% | +7.9% | -3.3% |
| YTD | +5.4% | +14.7% | -9.3% | -3.7% |
| 1Y | +5.0% | +13.3% | -8.4% | -3.8% |
| 3Y | +64.3% | +64.7% | -0.4% | +26.0% |
| 5Y | +34.0% | +32.2% | +1.8% | +9.7% |
| 10Y | +268.2% | +96.8% | +171.4% | +138.6% |
| All | +8,782.2% | +2,626.5% | +6,155.8% | +2,507.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling