-40.9%
FIS vs ROK
+343.9%
-384.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | -9.1% | +0.2% | -9.2% | -9.1% |
| 30D | -10.4% | -1.8% | -8.6% | -9.9% |
| 3M | -3.7% | -7.2% | +3.5% | -1.9% |
| 6M | -24.8% | +14.2% | -38.9% | -29.5% |
| YTD | -41.6% | +10.6% | -52.1% | -44.8% |
| 1Y | -42.7% | +25.9% | -68.6% | -48.6% |
| 3Y | -26.2% | +50.8% | -77.0% | -40.2% |
| 5Y | -66.1% | +47.0% | -113.2% | -73.2% |
| 10Y | -40.9% | +354.9% | -395.8% | -69.1% |
| All | -40.9% | +343.9% | -384.8% | -69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling