+46.0%
ROK vs FBTC
+62.0%
-16.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +0.2% | +1.1% | -0.9% | -0.1% |
| 30D | -1.8% | +22.3% | -24.1% | -5.5% |
| 3M | -7.2% | +26.0% | -33.2% | -11.3% |
| 6M | +14.2% | +13.2% | +1.0% | +11.1% |
| YTD | +10.6% | -10.7% | +21.3% | +11.6% |
| 1Y | +25.9% | -30.0% | +55.9% | +32.3% |
| All | +46.0% | +62.0% | -16.1% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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