-80.9%
FIG vs ROK
+23.2%
-104.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.4% |
| 7D | -14.5% | +0.2% | -14.6% | -14.4% |
| 30D | -13.3% | -1.8% | -11.5% | -13.6% |
| 3M | +7.4% | -7.2% | +14.6% | +5.4% |
| 6M | -27.8% | +14.2% | -41.9% | -32.3% |
| YTD | -41.1% | +10.6% | -51.7% | -45.2% |
| 1Y | -58.7% | +25.9% | -84.6% | -61.9% |
| All | -80.9% | +23.2% | -104.2% | -82.6% |
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 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