+25.0%
ROK vs FDS
+31.1%
-6.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.4% | -0.4% |
| 7D | 0.0% | +9.4% | -9.4% | +0.6% |
| 30D | -2.5% | +23.8% | -26.3% | -1.2% |
| 3M | 0.0% | +25.1% | -25.1% | +1.5% |
| 6M | +11.6% | +53.8% | -42.2% | +14.4% |
| YTD | +15.2% | +19.6% | -4.4% | +17.2% |
| 1Y | +25.0% | +31.6% | -6.6% | +29.7% |
| All | +25.0% | +31.1% | -6.1% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling