+632.3%
RSG vs FWONK
+276.9%
+355.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +4.0% | -7.7% | +11.7% | +5.4% |
| 3M | +7.4% | +5.7% | +1.7% | +6.2% |
| 6M | +0.1% | +13.5% | -13.4% | -2.4% |
| YTD | +6.0% | -3.0% | +9.0% | +6.2% |
| 1Y | -3.0% | -6.4% | +3.4% | -2.3% |
| 3Y | +56.5% | +43.8% | +12.7% | +43.7% |
| 5Y | +90.9% | +98.6% | -7.6% | +62.3% |
| 10Y | +428.7% | +340.0% | +88.7% | +277.9% |
| All | +632.3% | +276.9% | +355.3% | +414.8% |
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