+7,843.3%
FIX vs ROK
+4,269.4%
+3,573.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.8% | +6.1% |
| 7D | -17.5% | -13.8% | -3.6% | -11.1% |
| 30D | -41.6% | -14.9% | -26.6% | -36.6% |
| 3M | -40.6% | -14.7% | -25.9% | -35.5% |
| 6M | -49.4% | -17.7% | -31.7% | -43.9% |
| YTD | +9.2% | -2.5% | +11.6% | +11.5% |
| 1Y | +6.5% | +2.3% | +4.2% | +6.6% |
| 3Y | +448.7% | +52.7% | +396.0% | +347.6% |
| 5Y | +948.7% | +20.5% | +928.2% | +837.7% |
| 10Y | +3,659.7% | +284.0% | +3,375.7% | +1,884.5% |
| All | +7,843.3% | +4,269.4% | +3,573.9% | +1,555.0% |
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