+5.3%
DT vs FWONK
+44.6%
-39.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +3.0% | -7.7% | +10.8% | +5.4% |
| 3M | +26.5% | +5.7% | +20.8% | +24.0% |
| 6M | +35.9% | +13.5% | +22.5% | +30.1% |
| YTD | +17.8% | -3.0% | +20.8% | +18.4% |
| 1Y | +4.1% | -6.4% | +10.5% | +5.6% |
| 3Y | +5.3% | +43.8% | -38.5% | -3.8% |
| All | +5.3% | +44.6% | -39.3% | -3.8% |
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