+264.9%
ROK vs FE
+123.7%
+141.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +6.1% | -0.3% | +6.4% | +6.2% |
| 30D | -6.5% | +3.9% | -10.4% | -7.6% |
| 3M | -10.2% | -0.1% | -10.1% | -10.3% |
| 6M | -10.6% | +6.1% | -16.7% | -12.6% |
| YTD | +4.9% | +8.1% | -3.2% | +1.7% |
| 1Y | +3.8% | +4.4% | -0.6% | +1.7% |
| 3Y | +63.5% | +49.0% | +14.5% | +39.9% |
| 5Y | +30.9% | +46.1% | -15.2% | +12.3% |
| All | +264.9% | +123.7% | +141.2% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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