+317.0%
FWONK vs RRC
+4.9%
+312.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +0.1% | -1.8% | +1.9% | +0.3% |
| 30D | -7.7% | +2.7% | -10.4% | -8.0% |
| 3M | +5.7% | +8.8% | -3.1% | +4.5% |
| 6M | +13.5% | -1.2% | +14.6% | +13.2% |
| YTD | -3.0% | +17.6% | -20.5% | -5.3% |
| 1Y | -6.4% | +18.4% | -24.8% | -9.0% |
| 3Y | +43.8% | +33.1% | +10.7% | +36.4% |
| 5Y | +98.6% | +148.2% | -49.6% | +70.1% |
| All | +317.0% | +4.9% | +312.1% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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