+14.4%
FIX vs ROK
+25.3%
-10.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.6% | -14.5% | -14.6% |
| 7D | -18.9% | 0.0% | -18.9% | -18.7% |
| 30D | -36.3% | -2.5% | -33.8% | -34.6% |
| 3M | -38.5% | 0.0% | -38.5% | -38.3% |
| 6M | -42.3% | +11.6% | -53.8% | -46.7% |
| YTD | +17.1% | +15.2% | +1.9% | -1.4% |
| 1Y | +14.4% | +25.0% | -10.6% | -8.9% |
| All | +14.4% | +25.3% | -10.9% | -8.9% |
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 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