+174.0%
RL vs FWONK
+276.6%
-102.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.6% |
| 7D | -0.8% | -6.2% | +5.4% | +1.4% |
| 30D | -7.8% | -0.6% | -7.2% | -7.6% |
| 3M | -4.0% | +11.1% | -15.1% | -7.8% |
| 6M | -1.9% | +11.7% | -13.6% | -6.2% |
| YTD | -0.2% | -3.1% | +2.9% | 0.0% |
| 1Y | +10.7% | -4.2% | +14.9% | +11.0% |
| 3Y | +210.8% | +38.3% | +172.4% | +171.0% |
| 5Y | +238.2% | +92.2% | +146.1% | +160.6% |
| 10Y | +313.4% | +355.4% | -42.0% | +145.9% |
| All | +174.0% | +276.6% | -102.6% | +54.0% |
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