+52.3%
ROK vs FTV
-3.3%
+55.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.1% |
| 7D | +0.2% | -1.3% | +1.4% | +0.9% |
| 30D | -1.8% | -9.5% | +7.7% | +4.4% |
| 3M | -7.2% | -10.9% | +3.7% | -0.7% |
| 6M | +14.2% | -0.6% | +14.8% | +13.5% |
| YTD | +10.6% | +1.4% | +9.2% | +7.6% |
| 1Y | +25.9% | +17.6% | +8.3% | +9.9% |
| All | +52.3% | -3.3% | +55.6% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling