+217.3%
RRX vs FWONK
+340.2%
-122.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -6.1% | -7.7% | +1.6% | -3.4% |
| 3M | -23.1% | +5.7% | -28.8% | -25.2% |
| 6M | -19.5% | +13.5% | -33.0% | -24.3% |
| YTD | +16.1% | -3.0% | +19.0% | +15.7% |
| 1Y | +12.9% | -6.4% | +19.3% | +14.0% |
| 3Y | +7.9% | +43.8% | -35.9% | -9.2% |
| 5Y | +19.1% | +98.6% | -79.5% | -12.7% |
| All | +217.3% | +340.2% | -122.9% | +86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling