+11.2%
RBRK vs FWONK
-3.0%
+14.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -7.5% | +0.1% | -7.6% | -7.5% |
| 30D | -10.4% | -7.7% | -2.7% | -8.9% |
| 3M | +21.3% | +5.7% | +15.6% | +20.2% |
| 6M | +50.6% | +13.5% | +37.2% | +49.5% |
| YTD | +13.3% | -3.0% | +16.3% | +8.9% |
| 1Y | +11.2% | -6.4% | +17.7% | +11.3% |
| All | +11.2% | -3.0% | +14.2% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling