+376.5%
FIS vs ROK
+5,173.1%
-4,796.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.4% |
| 7D | +1.1% | +0.7% | +0.4% | +0.8% |
| 30D | -2.2% | -3.3% | +1.1% | -1.1% |
| 3M | +2.1% | -5.9% | +8.0% | +3.6% |
| 6M | -14.7% | +13.9% | -28.5% | -20.1% |
| YTD | -35.7% | +12.6% | -48.3% | -39.7% |
| 1Y | -37.1% | +28.6% | -65.7% | -44.0% |
| 3Y | -20.0% | +45.1% | -65.1% | -34.3% |
| 5Y | -62.1% | +45.6% | -107.7% | -69.8% |
| 10Y | -37.4% | +345.0% | -382.4% | -68.9% |
| All | +376.5% | +5,173.1% | -4,796.6% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling