-55.8%
FIG vs ROK
+29.3%
-85.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.3% |
| 7D | -16.3% | +0.7% | -17.0% | -16.2% |
| 30D | -14.3% | -3.3% | -11.0% | -14.4% |
| 3M | +7.2% | -5.9% | +13.0% | +5.7% |
| 6M | -18.6% | +13.9% | -32.5% | -26.9% |
| YTD | -35.5% | +12.6% | -48.0% | -44.8% |
| 1Y | -55.8% | +28.6% | -84.4% | -70.1% |
| All | -55.8% | +29.3% | -85.1% | -70.1% |
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