+45.9%
ROK vs FND
-62.8%
+108.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -1.6% | -5.1% | +3.5% | 0.0% |
| 30D | -5.4% | -22.5% | +17.1% | +2.1% |
| 3M | -4.0% | -5.0% | +1.1% | -3.6% |
| 6M | +13.3% | -21.5% | +34.9% | +19.9% |
| YTD | +9.3% | -23.0% | +32.4% | +15.9% |
| 1Y | +25.8% | -44.9% | +70.7% | +47.7% |
| 3Y | +49.1% | -50.0% | +99.1% | +72.7% |
| 5Y | +45.9% | -63.3% | +109.2% | +73.4% |
| All | +45.9% | -62.8% | +108.7% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling