-85.5%
RIG vs FWONK
+276.9%
-362.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -0.5% | -7.7% | +7.2% | +3.3% |
| 3M | -6.0% | +5.7% | -11.7% | -9.4% |
| 6M | -10.1% | +13.5% | -23.6% | -17.2% |
| YTD | +37.3% | -3.0% | +40.3% | +36.4% |
| 1Y | +73.9% | -6.4% | +80.3% | +75.9% |
| 3Y | -30.2% | +43.8% | -74.0% | -45.7% |
| 5Y | +62.5% | +98.6% | -36.1% | +3.2% |
| 10Y | -42.3% | +340.0% | -382.3% | -73.9% |
| All | -85.5% | +276.9% | -362.4% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling