+62.5%
ROK vs PBF
+75.3%
-12.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.5% | +1.7% |
| 7D | -8.5% | -4.0% | -4.5% | -8.1% |
| 30D | -6.4% | -18.0% | +11.6% | -4.7% |
| 3M | -8.8% | +0.9% | -9.8% | -9.4% |
| 6M | -10.5% | +65.7% | -76.2% | -16.3% |
| YTD | +5.4% | +161.9% | -156.5% | -11.1% |
| 1Y | +5.0% | +77.8% | -72.8% | -4.8% |
| All | +62.5% | +75.3% | -12.8% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 3y: compounded portfolio wealth divided by compounded PBF 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…
3y analysis · Full analysis span regression · 6 months rolling