+268.2%
ROK vs FN
+850.1%
-581.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.9% | -3.6% | +0.9% |
| 7D | -8.5% | +8.0% | -16.5% | -10.3% |
| 30D | -6.4% | -19.1% | +12.7% | -2.5% |
| 3M | -8.8% | -29.8% | +21.0% | -2.9% |
| 6M | -10.5% | -43.2% | +32.7% | -1.9% |
| YTD | +5.4% | -18.9% | +24.4% | +1.9% |
| 1Y | +5.0% | -17.9% | +22.9% | +0.5% |
| 3Y | +64.3% | +120.1% | -55.8% | +8.9% |
| 5Y | +34.0% | +206.7% | -172.7% | -23.1% |
| 10Y | +268.2% | +804.7% | -536.5% | +54.8% |
| All | +268.2% | +850.1% | -581.9% | +54.8% |
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