-14.7%
RDW vs FLNC
-70.4%
+55.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.9% |
| 7D | +0.9% | -4.1% | +4.9% | +1.8% |
| 30D | -21.3% | -24.8% | +3.5% | -15.8% |
| 3M | -37.9% | -59.1% | +21.2% | -23.6% |
| 6M | +12.3% | -42.0% | +54.2% | +20.3% |
| YTD | +39.7% | -49.8% | +89.5% | +53.8% |
| 1Y | +25.7% | +43.1% | -17.4% | +5.8% |
| 3Y | +230.8% | -61.0% | +291.8% | +213.4% |
| All | -14.7% | -70.4% | +55.7% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 10y: compounded portfolio wealth divided by compounded FLNC 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…
10y analysis · Full analysis span regression · 6 months rolling