+25.0%
ROK vs FN
-25.7%
+50.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | +0.1% |
| 7D | 0.0% | -7.0% | +7.0% | +0.6% |
| 30D | -2.5% | -24.7% | +22.2% | 0.0% |
| 3M | 0.0% | -35.7% | +35.7% | +3.7% |
| 6M | +11.6% | -52.4% | +64.0% | +19.6% |
| YTD | +15.2% | -25.0% | +40.2% | +12.7% |
| 1Y | +25.0% | -25.7% | +50.7% | +22.0% |
| All | +25.0% | -25.7% | +50.7% | +22.0% |
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