-44.3%
FLUT vs ROK
+50.3%
-94.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.2% |
| 7D | -2.6% | +0.2% | -2.8% | -2.7% |
| 30D | +5.4% | -1.8% | +7.2% | +6.0% |
| 3M | -10.8% | -7.2% | -3.6% | -9.5% |
| 6M | -9.2% | +14.2% | -23.4% | -14.8% |
| YTD | -53.8% | +10.6% | -64.4% | -56.3% |
| 1Y | -66.0% | +25.9% | -91.9% | -69.2% |
| All | -44.3% | +50.3% | -94.5% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling