+46.4%
ROK vs FDS
-20.4%
+66.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | 0.0% |
| 7D | +2.8% | -5.4% | +8.2% | +4.2% |
| 30D | -2.4% | +1.6% | -4.0% | -3.0% |
| 3M | -4.7% | +17.7% | -22.4% | -10.1% |
| 6M | +16.8% | +29.1% | -12.3% | +5.0% |
| YTD | +11.4% | +1.0% | +10.4% | +10.6% |
| 1Y | +26.2% | -21.6% | +47.8% | +41.7% |
| 3Y | +51.9% | -30.1% | +82.0% | +78.5% |
| 5Y | +46.4% | -20.7% | +67.1% | +69.6% |
| All | +46.4% | -20.4% | +66.8% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling