+592.3%
ROK vs PBF
+303.9%
+288.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +0.7% | +4.3% | -3.6% | +0.1% |
| 30D | -3.3% | +22.0% | -25.3% | -6.2% |
| 3M | -5.9% | +74.5% | -80.4% | -13.9% |
| 6M | +13.9% | +67.7% | -53.8% | +3.4% |
| YTD | +12.6% | +179.2% | -166.6% | -6.1% |
| 1Y | +28.6% | +170.0% | -141.4% | +6.8% |
| 3Y | +45.1% | +66.4% | -21.3% | +25.6% |
| 5Y | +45.6% | +764.5% | -718.9% | -9.2% |
| 10Y | +345.0% | +358.5% | -13.5% | +155.5% |
| All | +592.3% | +303.9% | +288.4% | +279.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling