+365.2%
ROK vs FTV
+90.8%
+274.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +2.0% |
| 7D | +0.7% | -4.5% | +5.2% | +4.0% |
| 30D | -3.3% | -7.1% | +3.7% | +1.9% |
| 3M | -5.9% | -7.2% | +1.3% | -1.2% |
| 6M | +13.9% | -1.5% | +15.4% | +13.9% |
| YTD | +12.6% | +3.5% | +9.1% | +7.5% |
| 1Y | +28.6% | +20.3% | +8.2% | +9.3% |
| 3Y | +45.1% | -3.1% | +48.2% | +43.0% |
| 5Y | +45.6% | +2.3% | +43.2% | +36.3% |
| 10Y | +345.0% | +76.3% | +268.7% | +189.5% |
| All | +365.2% | +90.8% | +274.5% | +192.9% |
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