+25.0%
ROK vs FIGR
-41.8%
+66.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.7% | -0.8% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | -2.5% | -17.6% | +15.1% | -1.5% |
| 3M | 0.0% | -16.7% | +16.7% | +0.5% |
| 6M | +11.6% | -36.1% | +47.7% | +13.6% |
| YTD | +15.2% | -43.6% | +58.8% | +14.4% |
| 1Y | +25.0% | -39.8% | +64.8% | +24.0% |
| All | +25.0% | -41.8% | +66.8% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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