-51.1%
FIS vs ROK
+25.3%
-76.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -0.6% | -23.1% | -23.7% |
| 7D | -18.4% | 0.0% | -18.4% | -18.4% |
| 30D | -11.4% | -2.5% | -8.9% | -11.3% |
| 3M | -32.0% | 0.0% | -32.0% | -32.0% |
| 6M | -35.6% | +11.6% | -47.2% | -37.4% |
| YTD | -53.8% | +15.2% | -69.0% | -55.2% |
| 1Y | -51.1% | +25.0% | -76.1% | -53.3% |
| All | -51.1% | +25.3% | -76.4% | -53.3% |
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