+339.3%
ROK vs FIVN
+292.8%
+46.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.1% | +5.1% | -0.2% |
| 7D | +2.8% | -8.2% | +11.0% | +4.0% |
| 30D | -2.4% | -8.1% | +5.7% | -1.5% |
| 3M | -4.7% | +34.9% | -39.6% | -9.7% |
| 6M | +16.8% | +72.6% | -55.9% | +5.1% |
| YTD | +11.4% | +55.8% | -44.4% | +1.3% |
| 1Y | +26.2% | +17.1% | +9.0% | +19.6% |
| 3Y | +51.9% | -54.3% | +106.2% | +60.3% |
| 5Y | +46.4% | -81.6% | +127.9% | +66.3% |
| 10Y | +343.5% | +109.2% | +234.4% | +276.2% |
| All | +339.3% | +292.8% | +46.5% | +237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling