+65.5%
FDX vs ROK
+49.7%
+15.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.4% | -2.2% |
| 7D | -1.6% | -13.8% | +12.2% | +3.4% |
| 30D | +6.6% | -14.9% | +21.6% | +12.5% |
| 3M | -2.1% | -14.7% | +12.6% | +3.0% |
| 6M | +2.2% | -17.7% | +19.8% | +8.3% |
| YTD | +33.9% | -2.5% | +36.4% | +32.0% |
| 1Y | +50.2% | +2.3% | +48.0% | +45.1% |
| 3Y | +65.5% | +52.7% | +12.8% | +27.1% |
| All | +65.5% | +49.7% | +15.8% | +27.1% |
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