-79.9%
FIG vs RDW
-25.1%
-54.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.3% | +7.1% | +4.9% |
| 7D | -3.8% | +0.9% | -4.7% | -3.9% |
| 30D | -2.3% | -21.3% | +19.0% | -0.9% |
| 3M | +20.0% | -37.9% | +57.8% | +24.5% |
| 6M | -16.7% | +12.3% | -28.9% | -21.5% |
| YTD | -37.9% | +39.7% | -77.7% | -44.2% |
| 1Y | -58.5% | +25.7% | -84.2% | -64.0% |
| All | -79.9% | -25.1% | -54.9% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling