-52.0%
FIG vs ROK
+4.7%
-56.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.8% |
| 7D | +3.4% | +7.1% | -3.7% | +3.5% |
| 30D | -9.5% | -5.0% | -4.5% | -8.4% |
| 3M | -26.2% | -9.4% | -16.8% | -26.2% |
| 6M | +2.7% | -11.0% | +13.7% | +1.3% |
| YTD | -48.0% | +4.4% | -52.4% | -52.6% |
| 1Y | -52.0% | +7.4% | -59.5% | -58.9% |
| All | -52.0% | +4.7% | -56.7% | -58.9% |
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