+4,720.6%
ROK vs FTI
+1,779.9%
+2,940.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.2% |
| 7D | +7.1% | +4.3% | +2.8% | +5.5% |
| 30D | -5.0% | -4.7% | -0.3% | -3.4% |
| 3M | -9.4% | -13.5% | +4.1% | -4.9% |
| 6M | -11.0% | -8.7% | -2.3% | -9.1% |
| YTD | +4.4% | +49.0% | -44.6% | -10.7% |
| 1Y | +7.4% | +54.0% | -46.6% | -9.4% |
| 3Y | +61.0% | +211.6% | -150.6% | +2.1% |
| 5Y | +30.4% | +881.9% | -851.5% | -49.7% |
| 10Y | +264.8% | +188.1% | +76.7% | +82.9% |
| All | +4,720.6% | +1,779.9% | +2,940.8% | +903.9% |
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