-55.8%
FIG vs RDW
+24.9%
-80.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.4% |
| 7D | -16.3% | -3.1% | -13.2% | -16.2% |
| 30D | -14.3% | -1.8% | -12.5% | -14.7% |
| 3M | +7.2% | -50.9% | +58.0% | +13.3% |
| 6M | -18.6% | +13.5% | -32.1% | -23.2% |
| YTD | -35.5% | +38.6% | -74.0% | -41.2% |
| 1Y | -55.8% | +28.3% | -84.1% | -62.6% |
| All | -55.8% | +24.9% | -80.7% | -62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling