+61.0%
ROK vs FDS
-23.3%
+84.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +7.1% | +1.5% | +5.6% | +6.9% |
| 30D | -5.0% | +14.8% | -19.8% | -6.2% |
| 3M | -9.4% | +16.3% | -25.7% | -10.8% |
| 6M | -11.0% | +66.2% | -77.2% | -18.0% |
| YTD | +4.4% | +16.2% | -11.8% | +4.8% |
| 1Y | +7.4% | +21.8% | -14.4% | +5.7% |
| 3Y | +61.0% | -23.9% | +84.9% | +90.5% |
| All | +61.0% | -23.3% | +84.2% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling