-52.8%
FIS vs ROK
+5.2%
-57.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.3% | +4.4% | +6.7% |
| 7D | +1.5% | -8.5% | +10.0% | +1.6% |
| 30D | -11.8% | -6.4% | -5.4% | -11.8% |
| 3M | -28.5% | -8.8% | -19.7% | -28.5% |
| 6M | -27.0% | -10.5% | -16.5% | -27.2% |
| YTD | -53.1% | +5.4% | -58.5% | -54.5% |
| 1Y | -52.8% | +5.0% | -57.7% | -54.2% |
| All | -52.8% | +5.2% | -57.9% | -54.2% |
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