+2.8%
RDW vs FFIV
+108.8%
-106.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.9% | -8.6% | -7.6% |
| 7D | +3.6% | +3.5% | +0.1% | +0.7% |
| 30D | -18.4% | -1.3% | -17.1% | -18.1% |
| 3M | -32.1% | +2.4% | -34.4% | -33.5% |
| 6M | +10.9% | +41.8% | -30.9% | -14.6% |
| YTD | +40.8% | +58.5% | -17.7% | -0.4% |
| 1Y | +31.1% | +24.3% | +6.8% | +9.4% |
| 3Y | +245.2% | +152.0% | +93.1% | +85.6% |
| 5Y | -16.7% | +99.1% | -115.9% | -50.7% |
| All | +2.8% | +108.8% | -106.0% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling