+330.7%
ROK vs FWONK
+276.3%
+54.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -1.6% | -1.5% | -0.1% | -1.1% |
| 30D | -5.4% | -6.8% | +1.3% | -3.3% |
| 3M | -4.0% | +7.7% | -11.7% | -6.7% |
| 6M | +13.3% | +11.0% | +2.4% | +8.6% |
| YTD | +9.3% | -3.1% | +12.5% | +9.5% |
| 1Y | +25.8% | -3.5% | +29.3% | +25.9% |
| 3Y | +49.1% | +44.6% | +4.5% | +28.4% |
| 5Y | +45.9% | +98.3% | -52.4% | +12.1% |
| 10Y | +349.9% | +339.3% | +10.6% | +159.8% |
| All | +330.7% | +276.3% | +54.4% | +139.2% |
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