+4,874.6%
ROK vs FE
+556.6%
+4,317.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -0.8% |
| 7D | -13.8% | -1.0% | -12.8% | -13.5% |
| 30D | -14.9% | +4.1% | -19.1% | -16.4% |
| 3M | -14.7% | -1.0% | -13.7% | -14.5% |
| 6M | -17.7% | +4.0% | -21.7% | -19.4% |
| YTD | -2.5% | +6.8% | -9.3% | -5.8% |
| 1Y | +2.3% | +5.3% | -3.0% | -0.8% |
| 3Y | +52.7% | +44.6% | +8.2% | +28.0% |
| 5Y | +20.5% | +44.2% | -23.7% | +0.3% |
| 10Y | +284.0% | +107.3% | +176.7% | +157.4% |
| All | +4,874.6% | +556.6% | +4,317.9% | +2,002.8% |
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