+948.1%
FIX vs ROK
+19.3%
+928.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.8% | +6.3% |
| 7D | -17.5% | -13.8% | -3.6% | -9.0% |
| 30D | -41.6% | -14.9% | -26.6% | -34.9% |
| 3M | -40.6% | -14.7% | -25.9% | -33.9% |
| 6M | -49.4% | -17.7% | -31.7% | -42.1% |
| YTD | +9.2% | -2.5% | +11.6% | +12.2% |
| 1Y | +6.5% | +2.3% | +4.2% | +6.9% |
| 3Y | +448.7% | +52.7% | +396.0% | +322.6% |
| All | +948.1% | +19.3% | +928.8% | +811.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling