+7.4%
ROK vs FTV
+31.1%
-23.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +7.1% | +3.9% | +3.2% | +5.1% |
| 30D | -5.0% | +18.7% | -23.6% | -11.3% |
| 3M | -9.4% | +10.0% | -19.4% | -12.7% |
| 6M | -11.0% | +14.6% | -25.6% | -15.8% |
| YTD | +4.4% | +23.4% | -19.0% | -3.9% |
| 1Y | +7.4% | +31.3% | -23.9% | -5.6% |
| All | +7.4% | +31.1% | -23.7% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling