+326.7%
RIO vs FWONK
+276.3%
+50.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.8% |
| 7D | -3.4% | -1.5% | -1.8% | -2.9% |
| 30D | +0.6% | -6.8% | +7.4% | +2.6% |
| 3M | +2.5% | +7.7% | -5.2% | +0.1% |
| 6M | +10.8% | +11.0% | -0.2% | +7.0% |
| YTD | +30.5% | -3.1% | +33.6% | +30.8% |
| 1Y | +68.1% | -3.5% | +71.6% | +68.4% |
| 3Y | +94.0% | +44.6% | +49.4% | +68.8% |
| 5Y | +92.0% | +98.3% | -6.2% | +50.1% |
| 10Y | +589.0% | +339.3% | +249.7% | +310.7% |
| All | +326.7% | +276.3% | +50.4% | +143.4% |
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