+341.2%
ROK vs FDS
+66.9%
+274.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.8% | +4.7% | +1.2% |
| 7D | -1.6% | -16.0% | +14.4% | +5.1% |
| 30D | -5.4% | -6.7% | +1.3% | -3.3% |
| 3M | -4.0% | +6.0% | -9.9% | -8.4% |
| 6M | +13.3% | +25.1% | -11.8% | -2.0% |
| YTD | +9.3% | -8.1% | +17.5% | +8.7% |
| 1Y | +25.8% | -26.0% | +51.8% | +38.1% |
| 3Y | +49.1% | -36.4% | +85.5% | +75.5% |
| 5Y | +45.9% | -27.7% | +73.6% | +58.2% |
| All | +341.2% | +66.9% | +274.3% | +196.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling