+284.0%
FITB vs ROK
+357.9%
-73.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | -0.5% |
| 7D | -0.3% | -1.2% | +1.0% | +0.5% |
| 30D | -5.7% | -4.8% | -0.9% | -2.8% |
| 3M | +3.2% | -6.1% | +9.3% | +6.1% |
| 6M | +23.4% | +15.5% | +7.9% | +10.5% |
| YTD | +18.8% | +11.2% | +7.6% | +8.2% |
| 1Y | +25.0% | +23.8% | +1.1% | +5.9% |
| 3Y | +131.2% | +53.1% | +78.1% | +61.6% |
| 5Y | +70.7% | +48.3% | +22.4% | +17.0% |
| All | +284.0% | +357.9% | -73.9% | +27.2% |
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