+531.6%
FICO vs ROK
+277.6%
+254.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +1.2% |
| 7D | -0.1% | -11.5% | +11.5% | +4.6% |
| 30D | +8.4% | -10.0% | +18.4% | +12.3% |
| 3M | -30.5% | -11.4% | -19.1% | -27.8% |
| 6M | -35.7% | -13.7% | -22.0% | -33.3% |
| YTD | -57.2% | +1.0% | -58.2% | -59.3% |
| 1Y | -58.4% | +5.6% | -64.0% | -61.3% |
| 3Y | -24.8% | +59.1% | -83.9% | -46.2% |
| 5Y | +79.3% | +26.1% | +53.1% | +41.0% |
| 10Y | +531.6% | +266.4% | +265.2% | +199.7% |
| All | +531.6% | +277.6% | +254.0% | +199.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling