+5,040.1%
ROK vs FTI
+2,117.5%
+2,922.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.3% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | -2.4% | +12.3% | -14.7% | -6.5% |
| 3M | -4.7% | +13.8% | -18.5% | -9.5% |
| 6M | +16.8% | +24.3% | -7.5% | +6.7% |
| YTD | +11.4% | +75.8% | -64.4% | -10.0% |
| 1Y | +26.2% | +99.6% | -73.5% | -3.0% |
| 3Y | +51.9% | +278.4% | -226.6% | -10.3% |
| 5Y | +46.4% | +1,168.7% | -1,122.3% | -48.9% |
| 10Y | +343.5% | +297.5% | +46.0% | +96.2% |
| All | +5,040.1% | +2,117.5% | +2,922.6% | +912.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling