+4,055.8%
FDX vs ROK
+14,213.2%
-10,157.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +2.0% |
| 7D | +0.2% | -11.5% | +11.7% | +4.8% |
| 30D | +9.3% | -10.0% | +19.3% | +13.4% |
| 3M | +0.5% | -11.4% | +11.9% | +4.6% |
| 6M | +5.3% | -13.7% | +19.0% | +10.2% |
| YTD | +38.6% | +1.0% | +37.6% | +35.6% |
| 1Y | +53.5% | +5.6% | +47.9% | +47.2% |
| 3Y | +74.2% | +59.1% | +15.1% | +38.1% |
| 5Y | +75.3% | +26.1% | +49.1% | +49.1% |
| 10Y | +156.3% | +266.4% | -110.2% | +39.8% |
| All | +4,055.8% | +14,213.2% | -10,157.4% | +548.5% |
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