+4.7%
FAST vs ROK
+26.1%
-21.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.2% |
| 7D | +1.3% | +2.8% | -1.5% | +0.6% |
| 30D | -4.7% | -2.4% | -2.3% | -4.2% |
| 3M | +7.9% | -4.7% | +12.6% | +8.5% |
| 6M | +7.4% | +16.8% | -9.3% | +0.3% |
| YTD | +25.1% | +11.4% | +13.7% | +19.4% |
| 1Y | +4.7% | +26.2% | -21.5% | +1.4% |
| All | +4.7% | +26.1% | -21.4% | +1.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling