+225.6%
FANG vs ROK
+47.1%
+178.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | +2.9% | -1.2% | +4.1% | +3.2% |
| 30D | +2.6% | -4.8% | +7.4% | +3.8% |
| 3M | +7.6% | -6.1% | +13.7% | +8.7% |
| 6M | +17.3% | +15.5% | +1.8% | +10.6% |
| YTD | +38.7% | +11.2% | +27.5% | +31.8% |
| 1Y | +51.6% | +23.8% | +27.8% | +38.7% |
| 3Y | +50.0% | +53.1% | -3.2% | +23.6% |
| All | +225.6% | +47.1% | +178.5% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 5y: compounded portfolio wealth divided by compounded ROK 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…
5y analysis · Full analysis span regression · 6 months rolling