+263.4%
ROK vs FTV
+109.2%
+154.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +7.1% | +3.9% | +3.2% | +4.1% |
| 30D | -5.0% | +18.7% | -23.6% | -16.0% |
| 3M | -9.4% | +10.0% | -19.4% | -15.5% |
| 6M | -11.0% | +14.6% | -25.6% | -19.9% |
| YTD | +4.4% | +23.4% | -19.0% | -12.4% |
| 1Y | +7.4% | +31.3% | -23.9% | -14.1% |
| 3Y | +61.0% | +39.8% | +21.2% | +20.6% |
| 5Y | +30.4% | +17.7% | +12.7% | +10.3% |
| All | +263.4% | +109.2% | +154.2% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling