+60.7%
ROK vs FN
+106.7%
-46.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.8% | +2.8% |
| 7D | -11.0% | -4.1% | -7.0% | -10.5% |
| 30D | -8.2% | -28.3% | +20.1% | -3.6% |
| 3M | -8.5% | -33.9% | +25.4% | -3.3% |
| 6M | -12.0% | -43.9% | +31.9% | -5.6% |
| YTD | +3.1% | -23.4% | +26.5% | +1.1% |
| 1Y | +2.9% | -25.4% | +28.3% | +1.0% |
| 3Y | +60.7% | +107.9% | -47.2% | +9.2% |
| All | +60.7% | +106.7% | -46.1% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling