+131.1%
FITB vs ROK
+48.7%
+82.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | +2.8% | +2.8% | +0.1% | +1.7% |
| 30D | -4.5% | -2.4% | -2.1% | -3.6% |
| 3M | +5.7% | -4.7% | +10.3% | +6.9% |
| 6M | +17.1% | +16.8% | +0.4% | +7.9% |
| YTD | +18.3% | +11.4% | +7.0% | +10.8% |
| 1Y | +23.9% | +26.2% | -2.3% | +9.6% |
| 3Y | +131.1% | +51.9% | +79.2% | +74.9% |
| All | +131.1% | +48.7% | +82.4% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling