+74,417.0%
FAST vs ROK
+13,716.9%
+60,700.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.7% |
| 7D | +2.1% | -13.8% | +15.9% | +7.9% |
| 30D | +6.9% | -14.9% | +21.8% | +13.4% |
| 3M | +4.8% | -14.7% | +19.5% | +11.0% |
| 6M | +19.8% | -17.7% | +37.4% | +27.8% |
| YTD | +34.9% | -2.5% | +37.4% | +33.1% |
| 1Y | +32.8% | +2.3% | +30.5% | +28.3% |
| 3Y | +93.7% | +52.7% | +41.0% | +51.7% |
| 5Y | +105.3% | +20.5% | +84.8% | +74.0% |
| 10Y | +595.4% | +284.0% | +311.3% | +248.5% |
| All | +74,417.0% | +13,716.9% | +60,700.1% | +11,073.3% |
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