+912.5%
ROK vs FN
+2,575.5%
-1,663.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -14.2% | +0.1% | -11.0% |
| 7D | -15.6% | -16.0% | +0.4% | -12.4% |
| 30D | -15.5% | -40.1% | +24.6% | -5.9% |
| 3M | -15.1% | -43.9% | +28.8% | -5.2% |
| 6M | -12.0% | -55.6% | +43.6% | +1.4% |
| YTD | -1.1% | -35.7% | +34.5% | +1.9% |
| 1Y | +6.5% | -39.8% | +46.3% | +10.8% |
| 3Y | +51.8% | +80.3% | -28.5% | +13.9% |
| 5Y | +22.2% | +143.3% | -121.1% | -17.1% |
| 10Y | +289.3% | +682.3% | -393.0% | +97.0% |
| All | +912.5% | +2,575.5% | -1,663.0% | +301.7% |
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