+21.8%
ROK vs FN
+170.4%
-148.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.0% | -3.8% |
| 7D | -13.8% | 0.0% | -13.8% | -14.0% |
| 30D | -14.9% | -34.3% | +19.4% | -7.9% |
| 3M | -14.7% | -39.9% | +25.2% | -6.8% |
| 6M | -17.7% | -51.8% | +34.2% | -7.3% |
| YTD | -2.5% | -28.1% | +25.7% | -3.2% |
| 1Y | +2.3% | -29.1% | +31.3% | +1.3% |
| 3Y | +52.7% | +102.4% | -49.7% | +2.4% |
| All | +21.8% | +170.4% | -148.5% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling