+225.8%
FIS vs ROK
+4,727.6%
-4,501.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.8% |
| 7D | -27.4% | -11.0% | -16.4% | -24.6% |
| 30D | -16.8% | -8.2% | -8.6% | -14.9% |
| 3M | -32.6% | -8.5% | -24.2% | -31.1% |
| 6M | -33.4% | -12.0% | -21.4% | -31.5% |
| YTD | -56.0% | +3.1% | -59.1% | -57.8% |
| 1Y | -55.1% | +2.9% | -58.0% | -56.9% |
| 3Y | -41.4% | +60.7% | -102.1% | -54.1% |
| 5Y | -72.7% | +29.5% | -102.1% | -77.4% |
| 10Y | -55.5% | +262.6% | -318.1% | -76.3% |
| All | +225.8% | +4,727.6% | -4,501.8% | -23.7% |
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