+312.0%
ROK vs FIVN
+243.6%
+68.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | +7.1% | -2.8% | +9.9% | +7.5% |
| 30D | -5.0% | -17.4% | +12.5% | -2.7% |
| 3M | -9.4% | -19.2% | +9.8% | -7.3% |
| 6M | -11.0% | +29.4% | -40.4% | -16.0% |
| YTD | +4.4% | +36.3% | -31.8% | -3.8% |
| 1Y | +7.4% | +33.5% | -26.0% | -0.8% |
| 3Y | +61.0% | -56.8% | +117.8% | +70.6% |
| 5Y | +30.4% | -83.0% | +113.4% | +49.5% |
| 10Y | +264.8% | +87.3% | +177.5% | +213.0% |
| All | +312.0% | +243.6% | +68.3% | +220.7% |
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