+696.6%
FLEX vs RDW
0.0%
+696.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -0.7% |
| 7D | +6.4% | +3.6% | +2.8% | +5.8% |
| 30D | -5.9% | -18.4% | +12.6% | -2.8% |
| 3M | -23.5% | -32.1% | +8.6% | -19.6% |
| 6M | +83.7% | +10.9% | +72.8% | +75.8% |
| YTD | +86.5% | +40.8% | +45.7% | +69.1% |
| 1Y | +100.5% | +31.1% | +69.4% | +80.4% |
| 3Y | +469.8% | +245.2% | +224.7% | +313.6% |
| 5Y | +725.7% | -16.7% | +742.4% | +556.9% |
| All | +696.6% | 0.0% | +696.6% | +499.9% |
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