+29.5%
ROK vs FN
+194.7%
-165.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.8% | +3.0% |
| 7D | -11.0% | -4.1% | -7.0% | -10.4% |
| 30D | -8.2% | -28.3% | +20.1% | -2.5% |
| 3M | -8.5% | -33.9% | +25.4% | -2.1% |
| 6M | -12.0% | -43.9% | +31.9% | -4.2% |
| YTD | +3.1% | -23.4% | +26.5% | +0.8% |
| 1Y | +2.9% | -25.4% | +28.3% | +0.7% |
| 3Y | +60.7% | +107.9% | -47.2% | +7.5% |
| 5Y | +29.5% | +195.1% | -165.6% | -30.0% |
| All | +29.5% | +194.7% | -165.2% | -30.0% |
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 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