+298.8%
ROIV vs FWONK
+123.4%
+175.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.6% | +19.3% | +18.9% |
| 7D | +20.2% | -2.1% | +22.2% | +20.6% |
| 30D | +14.1% | -7.7% | +21.8% | +15.8% |
| 3M | +45.6% | +9.3% | +36.3% | +42.7% |
| 6M | +44.1% | +13.3% | +30.8% | +40.0% |
| YTD | +91.2% | -3.6% | +94.8% | +91.7% |
| 1Y | +221.3% | -6.8% | +228.1% | +224.4% |
| 3Y | +229.2% | +43.9% | +185.3% | +203.5% |
| 5Y | +316.5% | +94.4% | +222.0% | +277.0% |
| All | +298.8% | +123.4% | +175.4% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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