+16.3%
FIX vs ROK
+4.1%
+12.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.3% |
| 7D | +17.0% | +6.1% | +10.9% | +10.8% |
| 30D | -30.6% | -6.5% | -24.1% | -25.9% |
| 3M | -35.0% | -10.2% | -24.9% | -28.0% |
| 6M | -44.0% | -10.6% | -33.3% | -37.3% |
| YTD | +21.1% | +4.9% | +16.3% | +7.4% |
| 1Y | +16.3% | +3.8% | +12.4% | +6.3% |
| All | +16.3% | +4.1% | +12.2% | +6.3% |
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 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