+45.9%
ROK vs FIVN
-82.6%
+128.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -1.6% | -11.3% | +9.7% | +0.4% |
| 30D | -5.4% | -7.3% | +1.9% | -4.5% |
| 3M | -4.0% | +41.7% | -45.6% | -11.1% |
| 6M | +13.3% | +78.3% | -64.9% | -1.9% |
| YTD | +9.3% | +50.9% | -41.5% | -2.6% |
| 1Y | +25.8% | +19.7% | +6.2% | +17.3% |
| 3Y | +49.1% | -55.7% | +104.9% | +63.5% |
| 5Y | +45.9% | -82.6% | +128.4% | +70.1% |
| All | +45.9% | -82.6% | +128.5% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling