-52.4%
FIS vs ROK
+264.0%
-316.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +2.8% | +7.1% | -4.3% | +0.5% |
| 30D | -16.7% | -5.0% | -11.8% | -15.8% |
| 3M | -32.3% | -9.4% | -22.9% | -30.5% |
| 6M | -29.1% | -11.0% | -18.1% | -27.4% |
| YTD | -54.1% | +4.4% | -58.6% | -56.2% |
| 1Y | -53.7% | +7.4% | -61.1% | -56.3% |
| 3Y | -38.8% | +61.0% | -99.8% | -52.4% |
| 5Y | -71.1% | +30.4% | -101.5% | -76.2% |
| All | -52.4% | +264.0% | -316.4% | -73.1% |
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