+48.1%
ROK vs FE
+45.0%
+3.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +0.7% | +1.9% | -1.3% | +0.1% |
| 30D | -3.3% | -1.2% | -2.1% | -3.0% |
| 3M | -5.9% | +3.5% | -9.4% | -7.0% |
| 6M | +13.9% | -6.1% | +19.9% | +15.8% |
| YTD | +12.6% | +7.6% | +5.0% | +9.3% |
| 1Y | +28.6% | +11.9% | +16.7% | +23.0% |
| 3Y | +45.1% | +48.4% | -3.3% | +20.3% |
| All | +48.1% | +45.0% | +3.1% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling