+2,896.1%
FITB vs ROK
+15,847.2%
-12,951.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.8% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -4.7% | -3.3% | -1.4% | -3.1% |
| 3M | +6.7% | -5.9% | +12.5% | +9.0% |
| 6M | +12.6% | +13.9% | -1.3% | +3.9% |
| YTD | +19.1% | +12.6% | +6.5% | +10.1% |
| 1Y | +22.6% | +28.6% | -6.0% | +5.6% |
| 3Y | +127.1% | +45.1% | +82.0% | +77.3% |
| 5Y | +71.8% | +45.6% | +26.2% | +30.3% |
| 10Y | +287.2% | +345.0% | -57.9% | +70.6% |
| All | +2,896.1% | +15,847.2% | -12,951.1% | +373.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling