-54.4%
FPS vs ROK
-15.7%
-38.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.4% | +8.3% | +8.6% |
| 7D | -24.5% | -13.8% | -10.7% | -8.4% |
| 30D | -52.1% | -14.9% | -37.1% | -40.3% |
| 3M | -48.4% | -14.7% | -33.7% | -35.6% |
| 6M | -54.4% | -17.7% | -36.7% | -42.2% |
| All | -54.4% | -15.7% | -38.7% | -42.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling