+230.8%
RDW vs FITB
+130.4%
+100.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.7% |
| 7D | +0.9% | -0.3% | +1.1% | +1.1% |
| 30D | -21.3% | -5.7% | -15.6% | -17.4% |
| 3M | -37.9% | +3.2% | -41.0% | -40.5% |
| 6M | +12.3% | +23.4% | -11.1% | -7.3% |
| YTD | +39.7% | +18.8% | +20.9% | +17.1% |
| 1Y | +25.7% | +25.0% | +0.7% | +0.4% |
| 3Y | +230.8% | +131.2% | +99.6% | +86.2% |
| All | +230.8% | +130.4% | +100.4% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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