+7.4%
ROK vs FTI
+54.7%
-47.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.9% |
| 7D | +7.1% | +4.3% | +2.8% | +6.1% |
| 30D | -5.0% | -4.7% | -0.3% | -4.4% |
| 3M | -9.4% | -13.5% | +4.1% | -7.3% |
| 6M | -11.0% | -8.7% | -2.3% | -10.0% |
| YTD | +4.4% | +49.0% | -44.6% | -11.8% |
| 1Y | +7.4% | +54.0% | -46.6% | -11.3% |
| All | +7.4% | +54.7% | -47.3% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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