+1,052.7%
ROK vs FN
+3,620.5%
-2,567.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.6% |
| 7D | +0.7% | -1.7% | +2.4% | +1.0% |
| 30D | -3.3% | -22.0% | +18.7% | +1.3% |
| 3M | -5.9% | -43.0% | +37.1% | +4.2% |
| 6M | +13.9% | -27.7% | +41.6% | +17.1% |
| YTD | +12.6% | -10.5% | +23.1% | +8.8% |
| 1Y | +28.6% | +12.5% | +16.1% | +16.6% |
| 3Y | +45.1% | +153.8% | -108.7% | +1.7% |
| 5Y | +45.6% | +288.0% | -242.4% | -10.3% |
| 10Y | +345.0% | +906.4% | -561.4% | +114.0% |
| All | +1,052.7% | +3,620.5% | -2,567.8% | +329.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling