+30.1%
ROK vs FIVN
-82.9%
+113.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.1% |
| 7D | +7.1% | -2.8% | +9.9% | +7.6% |
| 30D | -5.0% | -17.4% | +12.5% | -2.1% |
| 3M | -9.4% | -19.2% | +9.8% | -6.9% |
| 6M | -11.0% | +29.4% | -40.4% | -17.6% |
| YTD | +4.4% | +36.3% | -31.8% | -6.4% |
| 1Y | +7.4% | +33.5% | -26.0% | -3.4% |
| 3Y | +61.0% | -56.8% | +117.8% | +76.7% |
| All | +30.1% | -82.9% | +113.1% | +54.4% |
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 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