+152.9%
FAST vs RDW
-27.8%
+180.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.5% |
| 7D | +4.2% | +7.2% | -3.1% | +3.8% |
| 30D | +6.7% | -10.3% | +17.0% | +6.9% |
| 3M | +8.0% | -41.4% | +49.5% | +10.1% |
| 6M | +27.4% | -32.5% | +60.0% | +27.8% |
| YTD | +40.5% | +1.7% | +38.8% | +36.2% |
| 1Y | +38.4% | +39.0% | -0.7% | +31.6% |
| 3Y | +98.7% | +214.2% | -115.5% | +69.9% |
| 5Y | +106.7% | -31.3% | +138.0% | +78.6% |
| All | +152.9% | -27.8% | +180.6% | +113.8% |
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