-6.4%
FWONK vs RBA
-27.6%
+21.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -7.7% | -2.9% | -4.8% | -7.6% |
| 3M | +5.7% | -20.9% | +26.6% | +7.4% |
| 6M | +13.5% | -17.7% | +31.1% | +14.4% |
| YTD | -3.0% | -18.2% | +15.2% | -2.6% |
| 1Y | -6.4% | -29.1% | +22.7% | +1.3% |
| All | -6.4% | -27.6% | +21.2% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling