+263.4%
ROK vs FN
+700.1%
-436.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | +1.3% |
| 7D | +7.1% | +0.3% | +6.8% | +6.7% |
| 30D | -5.0% | -16.5% | +11.6% | -1.7% |
| 3M | -9.4% | -42.1% | +32.7% | +1.0% |
| 6M | -11.0% | -52.9% | +41.9% | +2.2% |
| YTD | +4.4% | -28.0% | +32.4% | +3.7% |
| 1Y | +7.4% | -18.5% | +25.9% | +2.6% |
| 3Y | +61.0% | +93.9% | -32.9% | +9.9% |
| 5Y | +30.4% | +170.5% | -140.1% | -23.0% |
| All | +263.4% | +700.1% | -436.8% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling