-80.8%
FIG vs RDW
-23.3%
-57.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -12.2% | +4.8% | -17.0% | -12.5% |
| 30D | -11.0% | -19.5% | +8.6% | -9.8% |
| 3M | +11.9% | -26.9% | +38.8% | +14.1% |
| 6M | -21.9% | +17.8% | -39.7% | -26.7% |
| YTD | -40.8% | +43.0% | -83.8% | -46.8% |
| 1Y | -56.6% | +32.1% | -88.7% | -62.5% |
| All | -80.8% | -23.3% | -57.5% | -82.4% |
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