-6.1%
RDW vs FFIV
+101.9%
-108.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -5.0% |
| 7D | +0.9% | +5.4% | -4.6% | -3.8% |
| 30D | -21.3% | -2.7% | -18.6% | -20.1% |
| 3M | -37.9% | +4.5% | -42.4% | -40.6% |
| 6M | +12.3% | +42.2% | -29.9% | -16.0% |
| YTD | +39.7% | +61.3% | -21.6% | -5.9% |
| 1Y | +25.7% | +23.0% | +2.6% | +3.8% |
| 3Y | +230.8% | +156.3% | +74.6% | +61.2% |
| All | -6.1% | +101.9% | -108.0% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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