+262.6%
ROK vs FFIV
+126.0%
+136.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -11.0% | -4.2% | -6.8% | -9.0% |
| 30D | -8.2% | -33.9% | +25.7% | +9.4% |
| 3M | -8.5% | -22.6% | +14.1% | +0.5% |
| 6M | -12.0% | -10.4% | -1.6% | -10.7% |
| YTD | +3.1% | +24.3% | -21.2% | -12.5% |
| 1Y | +2.9% | +31.8% | -28.9% | -15.4% |
| 3Y | +60.7% | +99.5% | -38.9% | +3.1% |
| 5Y | +29.5% | +40.7% | -11.3% | -3.0% |
| 10Y | +262.6% | +126.9% | +135.7% | +95.8% |
| All | +262.6% | +126.0% | +136.6% | +95.8% |
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 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