+76.9%
FICO vs ROK
+19.3%
+57.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -0.9% | -13.8% | +12.9% | +3.2% |
| 30D | +3.3% | -14.9% | +18.3% | +7.9% |
| 3M | -31.7% | -14.7% | -17.1% | -28.9% |
| 6M | -34.0% | -17.7% | -16.3% | -31.2% |
| YTD | -58.3% | -2.5% | -55.9% | -59.6% |
| 1Y | -57.9% | +2.3% | -60.2% | -60.0% |
| 3Y | -24.1% | +52.7% | -76.8% | -42.4% |
| All | +76.9% | +19.3% | +57.6% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling