+126.1%
FAST vs RDW
-1.6%
+127.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.7% |
| 7D | -0.4% | -3.1% | +2.8% | -0.2% |
| 30D | -0.8% | -1.8% | +1.0% | -0.8% |
| 3M | +5.8% | -50.9% | +56.6% | +8.5% |
| 6M | +8.0% | +13.5% | -5.5% | +5.6% |
| YTD | +25.6% | +38.6% | -12.9% | +20.6% |
| 1Y | +0.8% | +28.3% | -27.4% | -3.6% |
| 3Y | +86.1% | +217.2% | -131.1% | +59.7% |
| 5Y | +100.2% | -14.0% | +114.2% | +70.4% |
| All | +126.1% | -1.6% | +127.7% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling