+1,675.5%
FLUT vs ROK
+3,901.1%
-2,225.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.4% |
| 7D | -1.5% | -11.0% | +9.6% | -0.3% |
| 30D | +3.4% | -8.2% | +11.6% | +4.2% |
| 3M | -12.5% | -8.5% | -4.0% | -11.8% |
| 6M | -18.5% | -12.0% | -6.5% | -17.7% |
| YTD | -61.6% | +3.1% | -64.7% | -62.1% |
| 1Y | -64.1% | +2.9% | -67.0% | -64.5% |
| 3Y | -44.5% | +60.7% | -105.1% | -48.1% |
| 5Y | -51.3% | +29.5% | -80.8% | -54.0% |
| 10Y | -25.6% | +262.6% | -288.2% | -34.6% |
| All | +1,675.5% | +3,901.1% | -2,225.6% | +1,333.5% |
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 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