-23.6%
FIS vs ROK
+48.7%
-72.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.7% |
| 7D | -3.5% | +2.8% | -6.2% | -3.9% |
| 30D | -7.8% | -2.4% | -5.4% | -7.5% |
| 3M | +0.8% | -4.7% | +5.5% | +1.2% |
| 6M | -21.9% | +16.8% | -38.7% | -25.5% |
| YTD | -39.5% | +11.4% | -50.9% | -41.7% |
| 1Y | -41.0% | +26.2% | -67.2% | -44.9% |
| 3Y | -23.6% | +51.9% | -75.5% | -34.0% |
| All | -23.6% | +48.7% | -72.3% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling