+348.5%
ROK vs FWONK
+340.2%
+8.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -4.8% | -7.7% | +2.9% | -2.1% |
| 3M | -6.1% | +5.7% | -11.8% | -8.3% |
| 6M | +15.5% | +13.5% | +2.0% | +9.4% |
| YTD | +11.2% | -3.0% | +14.1% | +11.2% |
| 1Y | +23.8% | -6.4% | +30.3% | +25.3% |
| 3Y | +53.1% | +43.8% | +9.3% | +30.4% |
| 5Y | +48.3% | +98.6% | -50.3% | +11.0% |
| All | +348.5% | +340.2% | +8.3% | +162.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling