+5,831.7%
FIX vs ROK
+347.3%
+5,484.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.1% |
| 7D | +6.0% | +0.7% | +5.3% | +5.5% |
| 30D | -7.2% | -3.3% | -3.9% | -5.2% |
| 3M | -15.9% | -5.9% | -10.0% | -12.2% |
| 6M | +12.7% | +13.9% | -1.1% | +4.8% |
| YTD | +72.8% | +12.6% | +60.2% | +60.8% |
| 1Y | +122.9% | +28.6% | +94.3% | +92.0% |
| 3Y | +774.3% | +45.1% | +729.2% | +577.1% |
| 5Y | +2,049.5% | +45.6% | +2,003.9% | +1,514.1% |
| All | +5,831.7% | +347.3% | +5,484.5% | +2,538.3% |
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