+25.9%
ROK vs FFIV
+26.5%
-0.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.5% |
| 7D | +0.2% | +3.5% | -3.3% | -0.6% |
| 30D | -1.8% | -1.3% | -0.5% | -1.6% |
| 3M | -7.2% | +2.4% | -9.6% | -7.9% |
| 6M | +14.2% | +41.8% | -27.7% | +5.2% |
| YTD | +10.6% | +58.5% | -47.9% | -0.5% |
| 1Y | +25.9% | +24.3% | +1.6% | +16.1% |
| All | +25.9% | +26.5% | -0.6% | +16.1% |
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