+348.5%
ROK vs FHN
+128.3%
+220.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -1.2% | -1.2% | 0.0% | -0.8% |
| 30D | -4.8% | -4.8% | 0.0% | -3.1% |
| 3M | -6.1% | -0.7% | -5.4% | -5.9% |
| 6M | +15.5% | +10.6% | +4.9% | +11.1% |
| YTD | +11.2% | +4.6% | +6.6% | +9.2% |
| 1Y | +23.8% | +11.4% | +12.5% | +18.3% |
| 3Y | +53.1% | +132.3% | -79.1% | +11.0% |
| 5Y | +48.3% | +90.2% | -41.9% | +4.2% |
| All | +348.5% | +128.3% | +220.2% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling