+115.6%
DT vs FWONK
+150.3%
-34.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.3% |
| 7D | -2.5% | -1.5% | -1.0% | -1.8% |
| 30D | +3.5% | -6.8% | +10.3% | +6.9% |
| 3M | +26.7% | +7.7% | +19.0% | +21.8% |
| 6M | +36.1% | +11.0% | +25.2% | +28.4% |
| YTD | +18.6% | -3.1% | +21.8% | +18.8% |
| 1Y | +7.9% | -3.5% | +11.4% | +7.7% |
| 3Y | +8.6% | +44.6% | -36.0% | -13.7% |
| 5Y | -26.7% | +98.3% | -124.9% | -50.7% |
| All | +115.6% | +150.3% | -34.8% | +21.2% |
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