+45.9%
ROK vs FLR
+230.6%
-184.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.5% |
| 7D | -1.6% | -6.9% | +5.3% | +0.2% |
| 30D | -5.4% | +1.1% | -6.6% | -5.9% |
| 3M | -4.0% | +14.3% | -18.3% | -8.2% |
| 6M | +13.3% | +19.1% | -5.8% | +6.3% |
| YTD | +9.3% | +35.1% | -25.8% | -1.0% |
| 1Y | +25.8% | +29.5% | -3.7% | +14.6% |
| 3Y | +49.1% | +53.0% | -3.9% | +23.7% |
| 5Y | +45.9% | +238.9% | -193.1% | +3.7% |
| All | +45.9% | +230.6% | -184.7% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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