+3,024.1%
ROK vs FFIV
+6,100.0%
-3,075.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +3.2% |
| 7D | -11.5% | -2.1% | -9.4% | -11.1% |
| 30D | -10.0% | -33.8% | +23.8% | -3.7% |
| 3M | -11.4% | -20.6% | +9.2% | -8.4% |
| 6M | -13.7% | -10.2% | -3.4% | -12.7% |
| YTD | +1.0% | +24.5% | -23.4% | -3.8% |
| 1Y | +5.6% | +29.3% | -23.7% | -0.2% |
| 3Y | +59.1% | +103.8% | -44.7% | +38.6% |
| 5Y | +26.1% | +40.9% | -14.7% | +16.5% |
| 10Y | +266.4% | +126.6% | +139.8% | +211.8% |
| All | +3,024.1% | +6,100.0% | -3,075.9% | +1,685.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling