+354.9%
ROK vs FFIV
+239.4%
+115.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -2.6% |
| 7D | +0.2% | +3.5% | -3.3% | -1.5% |
| 30D | -1.8% | -1.3% | -0.5% | -1.5% |
| 3M | -7.2% | +2.4% | -9.6% | -9.0% |
| 6M | +14.2% | +41.8% | -27.7% | -5.4% |
| YTD | +10.6% | +58.5% | -47.9% | -13.9% |
| 1Y | +25.9% | +24.3% | +1.6% | +9.7% |
| 3Y | +50.8% | +152.0% | -101.3% | -10.3% |
| 5Y | +47.0% | +99.1% | -52.1% | -4.0% |
| 10Y | +354.9% | +242.8% | +112.1% | +122.0% |
| All | +354.9% | +239.4% | +115.5% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling