+51.2%
RSP vs FWONK
+97.7%
-46.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -2.8% | -7.7% | +4.9% | -0.8% |
| 3M | +2.8% | +5.7% | -2.9% | +1.1% |
| 6M | +10.2% | +13.5% | -3.3% | +6.0% |
| YTD | +13.1% | -3.0% | +16.0% | +13.4% |
| 1Y | +14.8% | -6.4% | +21.2% | +16.1% |
| 3Y | +52.6% | +43.8% | +8.8% | +33.5% |
| All | +51.2% | +97.7% | -46.5% | +13.9% |
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