+230.6%
RL vs FWONK
+95.7%
+134.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | -2.2% | -1.5% | -0.6% | -1.6% |
| 30D | -15.3% | -6.8% | -8.6% | -13.0% |
| 3M | -10.3% | +7.7% | -18.1% | -13.4% |
| 6M | -2.2% | +11.0% | -13.2% | -7.1% |
| YTD | -4.3% | -3.1% | -1.2% | -4.0% |
| 1Y | +8.9% | -3.5% | +12.3% | +9.0% |
| 3Y | +201.4% | +44.6% | +156.8% | +150.5% |
| 5Y | +230.6% | +98.3% | +132.3% | +126.9% |
| All | +230.6% | +95.7% | +134.9% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling