+28.6%
ROK vs FIVN
+27.5%
+1.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | +0.7% | -2.3% | +3.0% | +0.8% |
| 30D | -3.3% | +12.4% | -15.7% | -3.9% |
| 3M | -5.9% | +36.0% | -41.9% | -7.2% |
| 6M | +13.9% | +86.0% | -72.1% | +9.3% |
| YTD | +12.6% | +65.9% | -53.4% | +9.5% |
| 1Y | +28.6% | +26.5% | +2.1% | +29.6% |
| All | +28.6% | +27.5% | +1.1% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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