+260.0%
ROK vs FDS
+126.6%
+133.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -11.0% | -2.0% | -9.0% | -10.4% |
| 30D | -8.2% | +13.5% | -21.7% | -12.9% |
| 3M | -8.5% | +15.2% | -23.6% | -14.4% |
| 6M | -12.0% | +47.0% | -59.0% | -27.9% |
| YTD | +3.1% | +13.9% | -10.8% | -6.5% |
| 1Y | +2.9% | +25.2% | -22.3% | -11.7% |
| 3Y | +60.7% | -25.3% | +86.0% | +78.2% |
| 5Y | +29.5% | -23.3% | +52.8% | +39.8% |
| All | +260.0% | +126.6% | +133.4% | +125.2% |
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