-6.1%
RDW vs FDS
-29.0%
+22.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | +0.9% | -14.0% | +14.8% | +4.8% |
| 30D | -21.3% | -6.2% | -15.1% | -20.4% |
| 3M | -37.9% | +10.2% | -48.0% | -41.4% |
| 6M | +12.3% | +27.4% | -15.2% | -2.8% |
| YTD | +39.7% | -9.3% | +49.0% | +40.3% |
| 1Y | +25.7% | -28.6% | +54.3% | +44.0% |
| 3Y | +230.8% | -36.8% | +267.7% | +303.5% |
| All | -6.1% | -29.0% | +22.9% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling