+2.0%
FISV vs ROK
+357.9%
-356.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.8% |
| 7D | -2.7% | -1.2% | -1.4% | -2.2% |
| 30D | 0.0% | -4.8% | +4.8% | +1.7% |
| 3M | -2.8% | -6.1% | +3.3% | -1.5% |
| 6M | -11.8% | +15.5% | -27.3% | -17.9% |
| YTD | -23.2% | +11.2% | -34.4% | -27.7% |
| 1Y | -62.0% | +23.8% | -85.8% | -65.9% |
| 3Y | -57.6% | +53.1% | -110.7% | -66.5% |
| 5Y | -53.4% | +48.3% | -101.7% | -63.8% |
| All | +2.0% | +357.9% | -356.0% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling