+12,471.5%
FIX vs ROK
+4,943.1%
+7,528.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.3% |
| 7D | +6.0% | +0.7% | +5.3% | +5.6% |
| 30D | -7.2% | -3.3% | -3.9% | -5.7% |
| 3M | -15.9% | -5.9% | -10.0% | -13.0% |
| 6M | +12.7% | +13.9% | -1.1% | +6.7% |
| YTD | +72.8% | +12.6% | +60.2% | +63.9% |
| 1Y | +122.9% | +28.6% | +94.3% | +99.1% |
| 3Y | +774.3% | +45.1% | +729.2% | +624.4% |
| 5Y | +2,049.5% | +45.6% | +2,003.9% | +1,646.3% |
| 10Y | +5,821.5% | +345.0% | +5,476.4% | +2,788.8% |
| All | +12,471.5% | +4,943.1% | +7,528.4% | +2,332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling