+25.0%
ROK vs FFIV
+33.5%
-8.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | 0.0% | -9.8% | +9.8% | +1.7% |
| 30D | -2.5% | -28.1% | +25.6% | +2.3% |
| 3M | 0.0% | -20.0% | +20.0% | +2.1% |
| 6M | +11.6% | -0.1% | +11.6% | +7.5% |
| YTD | +15.2% | +29.2% | -14.0% | +2.4% |
| 1Y | +25.0% | +36.6% | -11.6% | +9.8% |
| All | +25.0% | +33.5% | -8.5% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling