+333.5%
ROK vs FTV
+127.3%
+206.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +6.1% | +3.7% | +2.4% | +3.3% |
| 30D | -6.5% | +16.8% | -23.3% | -16.3% |
| 3M | -10.2% | +10.4% | -20.6% | -16.4% |
| 6M | -10.6% | +12.8% | -23.5% | -18.6% |
| YTD | +4.9% | +23.3% | -18.4% | -11.7% |
| 1Y | +3.8% | +31.0% | -27.2% | -16.6% |
| 3Y | +63.5% | +38.6% | +24.9% | +23.9% |
| 5Y | +30.9% | +17.6% | +13.4% | +11.1% |
| 10Y | +266.4% | +110.0% | +156.3% | +109.9% |
| All | +333.5% | +127.3% | +206.2% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling