-39.5%
ROL vs FWONK
-3.0%
-36.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -3.2% | +0.1% | -3.2% | -3.2% |
| 30D | -4.9% | -7.7% | +2.8% | -3.7% |
| 3M | -25.8% | +5.7% | -31.5% | -26.6% |
| 6M | -37.6% | +13.5% | -51.0% | -39.0% |
| YTD | -41.5% | -3.0% | -38.5% | -41.5% |
| 1Y | -39.5% | -6.4% | -33.1% | -39.0% |
| All | -39.5% | -3.0% | -36.5% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling