+45.2%
ROK vs FGI
-66.3%
+111.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -0.6% |
| 7D | +6.1% | +13.5% | -7.4% | +5.9% |
| 30D | -6.5% | +17.1% | -23.6% | -6.7% |
| 3M | -10.2% | +78.0% | -88.2% | -11.8% |
| 6M | -10.6% | +46.4% | -57.1% | -12.1% |
| YTD | +4.9% | +47.7% | -42.8% | +1.8% |
| 1Y | +3.8% | +56.8% | -53.0% | +0.3% |
| 3Y | +63.5% | +12.3% | +51.2% | +55.4% |
| All | +45.2% | -66.3% | +111.5% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling