-16.6%
ROK vs FGI
-6.0%
-10.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -13.8% | -7.0% | -6.9% | -13.0% |
| 30D | -14.9% | -4.2% | -10.7% | -14.7% |
| All | -16.6% | -6.0% | -10.6% | -16.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling