+99.8%
FAST vs ROK
+64.8%
+35.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.6% |
| 7D | +4.3% | -8.5% | +12.8% | +6.3% |
| 30D | +8.3% | -6.4% | +14.7% | +9.7% |
| 3M | +6.5% | -8.8% | +15.3% | +8.5% |
| 6M | +29.5% | -10.5% | +40.0% | +32.0% |
| YTD | +41.3% | +5.4% | +35.9% | +36.7% |
| 1Y | +37.4% | +5.0% | +32.4% | +33.1% |
| All | +99.8% | +64.8% | +35.0% | +62.1% |
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