+23.8%
ROK vs FIVN
+20.3%
+3.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.6% |
| 7D | -1.2% | -7.8% | +6.6% | -1.0% |
| 30D | -4.8% | -1.7% | -3.1% | -4.8% |
| 3M | -6.1% | +47.2% | -53.3% | -8.0% |
| 6M | +15.5% | +82.7% | -67.2% | +10.2% |
| YTD | +11.2% | +52.9% | -41.7% | +8.6% |
| 1Y | +23.8% | +17.5% | +6.4% | +22.4% |
| All | +23.8% | +20.3% | +3.5% | +22.4% |
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