-56.6%
FIG vs ROK
+24.9%
-81.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.5% |
| 7D | -12.2% | -1.6% | -10.6% | -12.3% |
| 30D | -11.0% | -5.4% | -5.5% | -11.3% |
| 3M | +11.9% | -4.0% | +15.8% | +8.6% |
| 6M | -21.9% | +13.3% | -35.2% | -31.4% |
| YTD | -40.8% | +9.3% | -50.1% | -49.7% |
| 1Y | -56.6% | +25.8% | -82.5% | -71.6% |
| All | -56.6% | +24.9% | -81.5% | -71.6% |
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