+28.6%
ROK vs FN
+17.1%
+11.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.0% |
| 7D | +0.7% | -1.7% | +2.4% | +0.9% |
| 30D | -3.3% | -22.0% | +18.7% | -1.2% |
| 3M | -5.9% | -43.0% | +37.1% | -0.1% |
| 6M | +13.9% | -27.7% | +41.6% | +15.2% |
| YTD | +12.6% | -10.5% | +23.1% | +8.8% |
| 1Y | +28.6% | +12.5% | +16.1% | +18.5% |
| All | +28.6% | +17.1% | +11.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling