+52.3%
ROK vs FND
-50.0%
+102.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +0.2% | -0.8% | +0.9% | +0.4% |
| 30D | -1.8% | -19.6% | +17.8% | +4.3% |
| 3M | -7.2% | -4.3% | -2.8% | -7.1% |
| 6M | +14.2% | -20.4% | +34.6% | +19.8% |
| YTD | +10.6% | -21.9% | +32.4% | +16.3% |
| 1Y | +25.9% | -45.2% | +71.1% | +47.0% |
| All | +52.3% | -50.0% | +102.3% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling