+3,380.7%
ROK vs FFIV
+7,518.9%
-4,138.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.7% | -1.0% | +1.6% | +0.8% |
| 30D | -3.3% | -5.1% | +1.8% | -2.5% |
| 3M | -5.9% | -4.5% | -1.4% | -5.3% |
| 6M | +13.9% | +36.5% | -22.6% | +7.3% |
| YTD | +12.6% | +53.0% | -40.4% | +3.9% |
| 1Y | +28.6% | +24.2% | +4.4% | +22.7% |
| 3Y | +45.1% | +137.2% | -92.1% | +23.7% |
| 5Y | +45.6% | +91.8% | -46.2% | +28.3% |
| 10Y | +345.0% | +215.2% | +129.9% | +260.4% |
| All | +3,380.7% | +7,518.9% | -4,138.2% | +1,829.1% |
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 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