+93.7%
FAST vs ROK
+49.7%
+44.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.5% |
| 7D | +2.1% | -13.8% | +15.9% | +5.6% |
| 30D | +6.9% | -14.9% | +21.8% | +10.9% |
| 3M | +4.8% | -14.7% | +19.5% | +8.6% |
| 6M | +19.8% | -17.7% | +37.4% | +24.7% |
| YTD | +34.9% | -2.5% | +37.4% | +33.2% |
| 1Y | +32.8% | +2.3% | +30.5% | +29.4% |
| 3Y | +93.7% | +52.7% | +41.0% | +60.6% |
| All | +93.7% | +49.7% | +44.0% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling