+2.9%
ROK vs FFIV
+28.6%
-25.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -11.0% | -4.2% | -6.8% | -10.1% |
| 30D | -8.2% | -33.9% | +25.7% | -1.4% |
| 3M | -8.5% | -22.6% | +14.1% | -5.7% |
| 6M | -12.0% | -10.4% | -1.6% | -13.0% |
| YTD | +3.1% | +24.3% | -21.2% | -9.1% |
| 1Y | +2.9% | +31.8% | -28.9% | -11.3% |
| All | +2.9% | +28.6% | -25.8% | -11.3% |
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