+22.2%
ROK vs FRMI
-78.6%
+100.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.0% |
| 7D | -1.6% | +10.9% | -12.5% | -2.2% |
| 30D | -5.4% | -24.3% | +18.9% | -4.2% |
| 3M | -4.0% | -21.8% | +17.8% | -3.3% |
| 6M | +13.3% | -33.0% | +46.4% | +14.2% |
| YTD | +9.3% | -32.6% | +42.0% | +10.0% |
| All | +22.2% | -78.6% | +100.8% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling