+559.3%
ROKU vs FWONK
+160.2%
+399.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +2.1% | -7.7% | +9.8% | +6.2% |
| 3M | +29.5% | +5.7% | +23.8% | +25.2% |
| 6M | +53.8% | +13.5% | +40.3% | +43.1% |
| YTD | +42.8% | -3.0% | +45.8% | +43.6% |
| 1Y | +60.7% | -6.4% | +67.1% | +64.5% |
| 3Y | +83.9% | +43.8% | +40.1% | +49.6% |
| 5Y | -52.8% | +98.6% | -151.4% | -66.7% |
| All | +559.3% | +160.2% | +399.1% | +270.2% |
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