+388.6%
ROK vs FCUV
-95.6%
+484.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -65.2% | +64.2% | -0.9% |
| 7D | +2.8% | -47.9% | +50.7% | +2.8% |
| 30D | -2.4% | +13.7% | -16.1% | -2.6% |
| 3M | -4.7% | +97.0% | -101.7% | -5.8% |
| 6M | +16.8% | -66.1% | +82.9% | +15.8% |
| YTD | +11.4% | -81.8% | +93.1% | +10.5% |
| 1Y | +26.2% | -93.3% | +119.5% | +25.4% |
| 3Y | +51.9% | -99.2% | +151.1% | +50.9% |
| 5Y | +46.4% | -99.9% | +146.2% | +45.5% |
| 10Y | +343.5% | -98.5% | +442.1% | +344.7% |
| All | +388.6% | -95.6% | +484.2% | +385.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling