+499.7%
FICO vs ROK
+274.8%
+224.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | -0.9% | -13.8% | +12.9% | +4.8% |
| 30D | +3.3% | -14.9% | +18.3% | +9.7% |
| 3M | -31.7% | -14.7% | -17.1% | -27.9% |
| 6M | -34.0% | -17.7% | -16.3% | -30.1% |
| YTD | -58.3% | -2.5% | -55.9% | -59.7% |
| 1Y | -57.9% | +2.3% | -60.2% | -60.3% |
| 3Y | -24.1% | +52.7% | -76.8% | -44.6% |
| 5Y | +85.3% | +20.5% | +64.8% | +48.8% |
| All | +499.7% | +274.8% | +224.9% | +197.5% |
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 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