+333.1%
RCL vs FWONK
+340.2%
-7.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.3% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -15.5% | -7.7% | -7.8% | -11.2% |
| 3M | -9.7% | +5.7% | -15.4% | -13.5% |
| 6M | -8.7% | +13.5% | -22.2% | -16.8% |
| YTD | -5.8% | -3.0% | -2.8% | -5.9% |
| 1Y | -24.5% | -6.4% | -18.0% | -23.0% |
| 3Y | +173.9% | +43.8% | +130.1% | +104.0% |
| 5Y | +228.0% | +98.6% | +129.4% | +95.7% |
| All | +333.1% | +340.2% | -7.1% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling