-17.7%
ROK vs FN
-52.0%
+34.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.0% | -2.8% |
| 7D | -13.8% | 0.0% | -13.8% | -13.6% |
| 30D | -14.9% | -34.3% | +19.4% | -12.2% |
| 3M | -14.7% | -39.9% | +25.2% | -11.8% |
| 6M | -17.7% | -51.8% | +34.2% | -11.4% |
| All | -17.7% | -52.0% | +34.3% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling