+718.5%
FLEX vs RDW
-0.7%
+719.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.3% | +9.5% | +7.5% |
| 7D | +5.7% | +0.9% | +4.9% | +5.5% |
| 30D | -7.0% | -21.3% | +14.2% | -3.5% |
| 3M | -23.8% | -37.9% | +14.0% | -19.0% |
| 6M | +82.6% | +12.3% | +70.4% | +74.5% |
| YTD | +91.6% | +39.7% | +51.9% | +73.9% |
| 1Y | +100.6% | +25.7% | +74.9% | +81.5% |
| 3Y | +479.8% | +230.8% | +248.9% | +323.0% |
| 5Y | +746.5% | -8.8% | +755.3% | +563.4% |
| All | +718.5% | -0.7% | +719.3% | +516.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling