-80.3%
FIG vs ROK
+24.1%
-104.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.1% | -4.6% | -5.9% |
| 7D | -16.4% | +2.8% | -19.1% | -15.9% |
| 30D | -2.3% | -2.4% | +0.1% | -2.7% |
| 3M | +7.8% | -4.7% | +12.5% | +5.8% |
| 6M | -21.8% | +16.8% | -38.6% | -27.0% |
| YTD | -39.1% | +11.4% | -50.5% | -43.3% |
| 1Y | -56.6% | +26.2% | -82.8% | -60.2% |
| All | -80.3% | +24.1% | -104.4% | -82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling