+4,680.2%
ROK vs FLR
+609.6%
+4,070.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +2.8% | +0.7% | +2.1% | +2.5% |
| 30D | -2.4% | -0.7% | -1.7% | -2.5% |
| 3M | -4.7% | +14.3% | -19.0% | -9.8% |
| 6M | +16.8% | +25.6% | -8.8% | +6.1% |
| YTD | +11.4% | +42.9% | -31.5% | -3.1% |
| 1Y | +26.2% | +38.7% | -12.6% | +10.0% |
| 3Y | +51.9% | +61.8% | -9.9% | +19.4% |
| 5Y | +46.4% | +254.1% | -207.7% | -15.8% |
| 10Y | +343.5% | +20.0% | +323.5% | +186.6% |
| All | +4,680.2% | +609.6% | +4,070.6% | +1,693.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling