+262.6%
ROK vs FE
+110.9%
+151.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | -11.0% | -0.5% | -10.5% | -10.9% |
| 30D | -8.2% | +4.3% | -12.5% | -9.4% |
| 3M | -8.5% | +0.4% | -8.9% | -8.7% |
| 6M | -12.0% | +6.9% | -18.9% | -14.1% |
| YTD | +3.1% | +8.0% | -4.9% | -0.1% |
| 1Y | +2.9% | +4.8% | -2.0% | +0.6% |
| 3Y | +60.7% | +49.0% | +11.7% | +37.4% |
| 5Y | +29.5% | +46.2% | -16.7% | +11.0% |
| 10Y | +262.6% | +120.9% | +141.7% | +198.3% |
| All | +262.6% | +110.9% | +151.7% | +198.3% |
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