-20.4%
ROP vs FWONK
+44.6%
-65.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -1.7% | -7.7% | +6.0% | -0.2% |
| 3M | +17.1% | +5.7% | +11.3% | +16.1% |
| 6M | +10.9% | +13.5% | -2.6% | +8.5% |
| YTD | -12.1% | -3.0% | -9.1% | -11.6% |
| 1Y | -24.2% | -6.4% | -17.8% | -23.3% |
| 3Y | -20.4% | +43.8% | -64.2% | -25.3% |
| All | -20.4% | +44.6% | -65.0% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling