+51.9%
ROK vs FFIV
+141.9%
-90.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +2.8% | -1.5% | +4.3% | +3.4% |
| 30D | -2.4% | -2.7% | +0.3% | -1.6% |
| 3M | -4.7% | -1.7% | -3.0% | -4.7% |
| 6M | +16.8% | +36.1% | -19.4% | +1.1% |
| YTD | +11.4% | +52.6% | -41.3% | -8.9% |
| 1Y | +26.2% | +21.5% | +4.7% | +13.9% |
| 3Y | +51.9% | +142.7% | -90.8% | -5.3% |
| All | +51.9% | +141.9% | -90.1% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling