+7.4%
ROK vs FFIV
+28.7%
-21.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +0.2% |
| 7D | +7.1% | -0.5% | +7.6% | +7.2% |
| 30D | -5.0% | -32.4% | +27.4% | +1.4% |
| 3M | -9.4% | -25.7% | +16.3% | -5.7% |
| 6M | -11.0% | -13.5% | +2.5% | -11.2% |
| YTD | +4.4% | +21.1% | -16.7% | -7.0% |
| 1Y | +7.4% | +29.4% | -22.0% | -6.5% |
| All | +7.4% | +28.7% | -21.3% | -6.5% |
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