-38.6%
FICO vs ROK
+29.3%
-68.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.3% | -18.0% | -16.7% |
| 7D | -19.2% | +0.7% | -19.9% | -19.2% |
| 30D | -14.6% | -3.3% | -11.3% | -14.4% |
| 3M | -20.1% | -5.9% | -14.2% | -20.1% |
| 6M | -36.3% | +13.9% | -50.2% | -39.3% |
| YTD | -44.9% | +12.6% | -57.4% | -47.3% |
| 1Y | -38.6% | +28.6% | -67.2% | -41.8% |
| All | -38.6% | +29.3% | -68.0% | -41.8% |
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