+92.1%
FAST vs RDW
+244.1%
-152.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -1.0% |
| 7D | +1.8% | +3.6% | -1.8% | +1.7% |
| 30D | -6.4% | -18.4% | +12.0% | -5.9% |
| 3M | +5.3% | -32.1% | +37.4% | +6.3% |
| 6M | +5.4% | +10.9% | -5.5% | +3.8% |
| YTD | +23.6% | +40.8% | -17.2% | +19.8% |
| 1Y | +4.1% | +31.1% | -27.1% | +0.6% |
| All | +92.1% | +244.1% | -152.0% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 3y: compounded portfolio wealth divided by compounded RDW 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…
3y analysis · Full analysis span regression · 6 months rolling