+230.8%
RDW vs FDS
-37.4%
+268.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | +0.9% | -14.0% | +14.8% | +2.4% |
| 30D | -21.3% | -6.2% | -15.1% | -21.0% |
| 3M | -37.9% | +10.2% | -48.0% | -39.8% |
| 6M | +12.3% | +27.4% | -15.2% | +2.6% |
| YTD | +39.7% | -9.3% | +49.0% | +41.7% |
| 1Y | +25.7% | -28.6% | +54.3% | +44.6% |
| 3Y | +230.8% | -36.8% | +267.7% | +263.1% |
| All | +230.8% | -37.4% | +268.2% | +263.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling