-52.0%
FIS vs ROK
+273.4%
-325.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.3% | +4.4% | +6.0% |
| 7D | +1.5% | -8.5% | +10.0% | +4.1% |
| 30D | -11.8% | -6.4% | -5.4% | -10.4% |
| 3M | -28.5% | -8.8% | -19.7% | -26.8% |
| 6M | -27.0% | -10.5% | -16.5% | -25.5% |
| YTD | -53.1% | +5.4% | -58.5% | -55.3% |
| 1Y | -52.8% | +5.0% | -57.7% | -55.0% |
| 3Y | -37.5% | +64.3% | -101.8% | -51.7% |
| 5Y | -71.1% | +34.0% | -105.0% | -76.4% |
| 10Y | -52.0% | +268.2% | -320.2% | -72.9% |
| All | -52.0% | +273.4% | -325.5% | -72.9% |
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