+47.5%
ROK vs FCUV
-99.8%
+147.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.6% |
| 7D | -1.2% | -66.5% | +65.2% | -0.6% |
| 30D | -4.8% | +5.0% | -9.8% | -5.3% |
| 3M | -6.1% | +63.8% | -69.9% | -9.9% |
| 6M | +15.5% | -67.8% | +83.3% | +14.3% |
| YTD | +11.2% | -82.4% | +93.6% | +11.5% |
| 1Y | +23.8% | -94.7% | +118.6% | +27.6% |
| 3Y | +53.1% | -99.3% | +152.4% | +64.7% |
| All | +47.5% | -99.8% | +147.3% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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