-6.1%
RDW vs FITB
+68.5%
-74.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.7% |
| 7D | +0.9% | -0.3% | +1.1% | +1.0% |
| 30D | -21.3% | -5.7% | -15.6% | -17.9% |
| 3M | -37.9% | +3.2% | -41.0% | -40.1% |
| 6M | +12.3% | +23.4% | -11.1% | -4.5% |
| YTD | +39.7% | +18.8% | +20.9% | +20.9% |
| 1Y | +25.7% | +25.0% | +0.7% | +4.6% |
| 3Y | +230.8% | +131.2% | +99.6% | +87.8% |
| All | -6.1% | +68.5% | -74.6% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling