+69,298.0%
FAST vs ROK
+15,847.2%
+53,450.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.2% |
| 7D | -0.4% | +0.7% | -1.0% | -0.7% |
| 30D | -0.8% | -3.3% | +2.5% | +0.5% |
| 3M | +5.8% | -5.9% | +11.6% | +7.7% |
| 6M | +8.0% | +13.9% | -5.9% | +1.0% |
| YTD | +25.6% | +12.6% | +13.1% | +17.8% |
| 1Y | +0.8% | +28.6% | -27.8% | -11.0% |
| 3Y | +86.1% | +45.1% | +41.0% | +50.1% |
| 5Y | +100.2% | +45.6% | +54.6% | +57.9% |
| 10Y | +494.2% | +345.0% | +149.1% | +182.0% |
| All | +69,298.0% | +15,847.2% | +53,450.8% | +9,783.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling