+518.6%
RMBS vs FWONK
+276.9%
+241.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.6% |
| 3M | -39.8% | +5.7% | -45.5% | -41.5% |
| 6M | -6.0% | +13.5% | -19.5% | -11.2% |
| YTD | -5.4% | -3.0% | -2.4% | -5.6% |
| 1Y | -1.8% | -6.4% | +4.6% | -1.0% |
| 3Y | +53.7% | +43.8% | +9.8% | +32.1% |
| 5Y | +268.5% | +98.6% | +169.9% | +182.3% |
| 10Y | +563.9% | +340.0% | +223.9% | +295.7% |
| All | +518.6% | +276.9% | +241.6% | +254.2% |
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