-11.0%
ROK vs FND
+1.1%
-12.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | +7.1% | -6.8% | +13.9% | +8.3% |
| 30D | -5.0% | +8.0% | -12.9% | -5.7% |
| 3M | -9.4% | -18.9% | +9.5% | -5.7% |
| 6M | -11.0% | +4.7% | -15.7% | -14.5% |
| All | -11.0% | +1.1% | -12.1% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling