+266.8%
RMBS vs FWONK
+97.7%
+169.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -13.9% | -7.7% | -6.2% | -11.1% |
| 3M | -39.8% | +5.7% | -45.5% | -42.0% |
| 6M | -6.0% | +13.5% | -19.5% | -12.8% |
| YTD | -5.4% | -3.0% | -2.4% | -5.6% |
| 1Y | -1.8% | -6.4% | +4.6% | -0.5% |
| 3Y | +53.7% | +43.8% | +9.8% | +24.8% |
| All | +266.8% | +97.7% | +169.1% | +147.4% |
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 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