-65.6%
FIS vs ROK
+46.6%
-112.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.6% |
| 7D | -3.5% | +2.8% | -6.2% | -4.1% |
| 30D | -7.8% | -2.4% | -5.4% | -7.3% |
| 3M | +0.8% | -4.7% | +5.5% | +1.5% |
| 6M | -21.9% | +16.8% | -38.7% | -26.2% |
| YTD | -39.5% | +11.4% | -50.9% | -42.2% |
| 1Y | -41.0% | +26.2% | -67.2% | -45.8% |
| 3Y | -23.6% | +51.9% | -75.5% | -35.3% |
| 5Y | -65.6% | +46.4% | -112.0% | -73.5% |
| All | -65.6% | +46.6% | -112.3% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling