+4,874.6%
ROK vs FE
+563.2%
+4,311.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | -13.8% | 0.0% | -13.8% | -13.8% |
| 30D | -14.9% | +5.2% | -20.1% | -16.7% |
| 3M | -14.7% | 0.0% | -14.6% | -14.8% |
| 6M | -17.7% | +5.0% | -22.7% | -19.7% |
| YTD | -2.5% | +7.9% | -10.4% | -6.2% |
| 1Y | +2.3% | +6.3% | -4.1% | -1.2% |
| 3Y | +52.7% | +46.0% | +6.7% | +27.5% |
| 5Y | +20.5% | +45.6% | -25.1% | -0.1% |
| 10Y | +284.0% | +109.3% | +174.7% | +156.4% |
| All | +4,874.6% | +563.2% | +4,311.4% | +1,994.6% |
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 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