+317.0%
FWONK vs RBA
+206.5%
+110.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.8% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -7.7% | -2.9% | -4.8% | -7.1% |
| 3M | +5.7% | -20.9% | +26.6% | +11.7% |
| 6M | +13.5% | -17.7% | +31.1% | +18.3% |
| YTD | -3.0% | -18.2% | +15.2% | +0.8% |
| 1Y | -6.4% | -29.1% | +22.7% | +1.1% |
| 3Y | +43.8% | +29.5% | +14.3% | +28.5% |
| 5Y | +98.6% | +40.2% | +58.3% | +67.2% |
| All | +317.0% | +206.5% | +110.5% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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