-49.2%
FLUT vs ROK
+46.6%
-95.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +3.8% | +2.8% | +1.0% | +2.9% |
| 30D | +6.3% | -2.4% | +8.7% | +7.2% |
| 3M | -4.0% | -4.7% | +0.6% | -3.3% |
| 6M | -10.3% | +16.8% | -27.0% | -16.7% |
| YTD | -53.2% | +11.4% | -64.5% | -55.9% |
| 1Y | -65.0% | +26.2% | -91.2% | -68.5% |
| 3Y | -43.9% | +51.9% | -95.8% | -54.5% |
| 5Y | -49.2% | +46.4% | -95.6% | -62.5% |
| All | -49.2% | +46.6% | -95.9% | -62.5% |
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