+5,273.3%
ROK vs FDS
+9,502.8%
-4,229.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.5% |
| 7D | +0.7% | -1.9% | +2.6% | +1.3% |
| 30D | -3.3% | +9.0% | -12.3% | -6.4% |
| 3M | -5.9% | +18.9% | -24.7% | -12.8% |
| 6M | +13.9% | +35.1% | -21.3% | -0.7% |
| YTD | +12.6% | +5.5% | +7.1% | +6.2% |
| 1Y | +28.6% | -16.8% | +45.4% | +30.6% |
| 3Y | +45.1% | -28.1% | +73.2% | +54.4% |
| 5Y | +45.6% | -17.4% | +63.0% | +47.2% |
| 10Y | +345.0% | +85.4% | +259.6% | +237.8% |
| All | +5,273.3% | +9,502.8% | -4,229.5% | +1,790.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling