+14.5%
FIX vs ROK
+4.6%
+9.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.6% | +5.8% | +6.0% |
| 7D | -7.2% | -11.5% | +4.3% | +4.0% |
| 30D | -35.1% | -10.0% | -25.1% | -28.2% |
| 3M | -34.3% | -11.4% | -22.8% | -26.1% |
| 6M | -42.9% | -13.7% | -29.2% | -34.0% |
| YTD | +19.5% | +1.0% | +18.4% | +9.6% |
| All | +14.5% | +4.6% | +9.9% | +7.1% |
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 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