-56.4%
FICO vs ROK
+25.3%
-81.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.7% | -3.2% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +1.7% | -2.5% | +4.1% | +1.9% |
| 3M | -33.0% | 0.0% | -33.0% | -33.0% |
| 6M | -33.9% | +11.6% | -45.4% | -36.6% |
| YTD | -58.5% | +15.2% | -73.7% | -60.9% |
| 1Y | -56.4% | +25.0% | -81.4% | -60.6% |
| All | -56.4% | +25.3% | -81.6% | -60.6% |
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