+28.6%
ROK vs FGI
+81.8%
-53.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.3% | +1.3% |
| 7D | +0.7% | +0.5% | +0.1% | +0.7% |
| 30D | -3.3% | +65.4% | -68.7% | -3.5% |
| 3M | -5.9% | +23.5% | -29.4% | -5.9% |
| 6M | +13.9% | +60.5% | -46.7% | +12.8% |
| YTD | +12.6% | +30.0% | -17.4% | +11.6% |
| 1Y | +28.6% | +82.1% | -53.5% | +29.0% |
| All | +28.6% | +81.8% | -53.2% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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