+13.3%
RMBS vs FWONK
-4.6%
+17.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | -0.3% | -6.2% | +5.8% | -0.4% |
| 30D | -12.2% | -0.6% | -11.6% | -12.3% |
| 3M | -49.5% | +11.1% | -60.6% | -51.1% |
| 6M | -7.1% | +11.7% | -18.9% | -10.0% |
| YTD | -7.0% | -3.1% | -3.9% | -4.3% |
| 1Y | +13.3% | -4.2% | +17.5% | +20.4% |
| All | +13.3% | -4.6% | +17.9% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling