+206.5%
FITB vs ROK
+264.0%
-57.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +2.8% | +7.1% | -4.3% | -1.4% |
| 30D | +9.8% | -5.0% | +14.7% | +12.0% |
| 3M | -5.2% | -9.4% | +4.2% | -0.6% |
| 6M | +17.3% | -11.0% | +28.3% | +22.7% |
| YTD | +19.3% | +4.4% | +14.9% | +11.4% |
| 1Y | +32.7% | +7.4% | +25.3% | +21.6% |
| 3Y | +141.6% | +61.0% | +80.6% | +60.6% |
| 5Y | +48.9% | +30.4% | +18.5% | +10.7% |
| All | +206.5% | +264.0% | -57.5% | +9.7% |
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