+2,054.3%
FLUT vs ROK
+4,270.3%
-2,216.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +7.7% | -3.3% | +11.1% | +8.2% |
| 3M | -0.7% | -5.9% | +5.1% | -0.2% |
| 6M | -11.2% | +13.9% | -25.0% | -12.9% |
| YTD | -53.4% | +12.6% | -66.0% | -54.3% |
| 1Y | -65.8% | +28.6% | -94.4% | -66.9% |
| 3Y | -44.9% | +45.1% | -90.0% | -48.0% |
| 5Y | -49.7% | +45.6% | -95.3% | -53.0% |
| 10Y | -9.7% | +345.0% | -354.7% | -21.8% |
| All | +2,054.3% | +4,270.3% | -2,216.1% | +1,626.8% |
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