+5,641.5%
ROK vs FE
+561.4%
+5,080.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 3M | -5.9% | +3.5% | -9.4% | -7.4% |
| 6M | +13.9% | -6.1% | +19.9% | +16.1% |
| YTD | +12.6% | +7.6% | +5.0% | +8.5% |
| 1Y | +28.6% | +11.9% | +16.7% | +21.8% |
| 3Y | +45.1% | +48.4% | -3.3% | +20.3% |
| 5Y | +45.6% | +44.8% | +0.8% | +21.1% |
| 10Y | +345.0% | +115.9% | +229.2% | +193.1% |
| All | +5,641.5% | +561.4% | +5,080.1% | +2,323.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling