+25.8%
ROK vs FRMI
-79.6%
+105.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.3% | -4.1% | +1.0% |
| 7D | +0.7% | +2.4% | -1.7% | +0.5% |
| 30D | -3.3% | -17.3% | +14.0% | -2.5% |
| 3M | -5.9% | -17.2% | +11.3% | -5.5% |
| 6M | +13.9% | -43.4% | +57.2% | +15.7% |
| YTD | +12.6% | -36.0% | +48.6% | +13.6% |
| All | +25.8% | -79.6% | +105.5% | +28.0% |
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