+32.7%
FITB vs ROK
+4.7%
+28.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +2.8% | +7.1% | -4.3% | +0.7% |
| 30D | +9.8% | -5.0% | +14.7% | +10.8% |
| 3M | -5.2% | -9.4% | +4.2% | -2.9% |
| 6M | +17.3% | -11.0% | +28.3% | +19.5% |
| YTD | +19.3% | +4.4% | +14.9% | +9.5% |
| 1Y | +32.7% | +7.4% | +25.3% | +18.2% |
| All | +32.7% | +4.7% | +28.0% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling