+176.5%
DLR vs FWONK
+340.2%
-163.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -4.3% | -7.7% | +3.4% | -2.8% |
| 3M | +3.8% | +5.7% | -1.9% | +2.3% |
| 6M | +5.8% | +13.5% | -7.6% | +2.5% |
| YTD | +23.5% | -3.0% | +26.5% | +23.5% |
| 1Y | +11.1% | -6.4% | +17.5% | +11.8% |
| 3Y | +57.9% | +43.8% | +14.0% | +42.6% |
| 5Y | +44.0% | +98.6% | -54.6% | +20.6% |
| All | +176.5% | +340.2% | -163.7% | +105.1% |
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