+25.0%
ROK vs FRMI
-93.1%
+118.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.6% | +10.0% | +0.1% |
| 7D | 0.0% | -39.7% | +39.8% | +3.3% |
| 30D | -2.5% | -55.2% | +52.7% | +2.4% |
| 3M | 0.0% | -71.2% | +71.2% | +7.7% |
| 6M | +11.6% | -64.1% | +75.7% | +17.0% |
| YTD | +15.2% | -77.2% | +92.4% | +23.7% |
| 1Y | +25.0% | -93.2% | +118.2% | +45.4% |
| All | +25.0% | -93.1% | +118.1% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling