+542.3%
ROK vs PBF
+289.1%
+253.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +7.1% | +6.5% | +0.6% | +6.1% |
| 30D | -5.0% | -20.0% | +15.0% | -2.1% |
| 3M | -9.4% | -3.3% | -6.0% | -9.6% |
| 6M | -11.0% | +76.8% | -87.8% | -19.3% |
| YTD | +4.4% | +168.9% | -164.5% | -12.9% |
| 1Y | +7.4% | +96.4% | -88.9% | -6.2% |
| 3Y | +61.0% | +77.2% | -16.2% | +37.7% |
| 5Y | +30.4% | +417.7% | -387.4% | -11.0% |
| 10Y | +264.8% | +264.7% | 0.0% | +117.3% |
| All | +542.3% | +289.1% | +253.2% | +251.9% |
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