+4,087.3%
FDX vs ROK
+15,847.2%
-11,759.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -1.1% |
| 7D | -2.5% | +0.7% | -3.2% | -2.8% |
| 30D | +3.8% | -3.3% | +7.1% | +5.0% |
| 3M | -1.3% | -5.9% | +4.6% | +0.5% |
| 6M | +5.0% | +13.9% | -8.8% | -1.1% |
| YTD | +39.6% | +12.6% | +27.1% | +31.7% |
| 1Y | +81.1% | +28.6% | +52.5% | +61.5% |
| 3Y | +63.0% | +45.1% | +17.9% | +34.7% |
| 5Y | +65.6% | +45.6% | +20.0% | +33.6% |
| 10Y | +183.4% | +345.0% | -161.7% | +44.0% |
| All | +4,087.3% | +15,847.2% | -11,759.9% | +529.9% |
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