+48.3%
ROK vs FE
+49.5%
-1.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | +0.7% | +1.9% | -1.3% | +0.6% |
| 30D | -3.3% | -1.2% | -2.1% | -3.3% |
| 3M | -5.9% | +3.5% | -9.4% | -6.1% |
| 6M | +13.9% | -6.1% | +19.9% | +14.7% |
| YTD | +12.6% | +7.6% | +5.0% | +11.7% |
| 1Y | +28.6% | +11.9% | +16.7% | +27.0% |
| All | +48.3% | +49.5% | -1.1% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling