+53.0%
FDX vs ROK
+4.7%
+48.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +5.2% | +7.1% | -1.9% | +2.9% |
| 30D | +11.3% | -5.0% | +16.2% | +12.4% |
| 3M | -4.1% | -9.4% | +5.3% | -1.6% |
| 6M | +9.6% | -11.0% | +20.6% | +12.1% |
| YTD | +40.9% | +4.4% | +36.5% | +31.3% |
| 1Y | +53.0% | +7.4% | +45.6% | +40.2% |
| All | +53.0% | +4.7% | +48.3% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling