+25.7%
RDW vs FIGR
-3.1%
+28.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -0.6% |
| 7D | +0.9% | -3.0% | +3.9% | +2.0% |
| 30D | -21.3% | +13.7% | -34.9% | -25.9% |
| 3M | -37.9% | +23.9% | -61.7% | -44.0% |
| 6M | +12.3% | -8.4% | +20.7% | +13.1% |
| YTD | +39.7% | -14.6% | +54.4% | +31.8% |
| 1Y | +25.7% | +12.1% | +13.6% | +17.5% |
| All | +25.7% | -3.1% | +28.8% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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