-26.9%
RDW vs FLR
+9.4%
-36.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +3.7% |
| 7D | +4.8% | -6.9% | +11.7% | +11.7% |
| 30D | -19.5% | +1.1% | -20.7% | -21.0% |
| 3M | -26.9% | +14.3% | -41.2% | -38.7% |
| All | -26.9% | +9.4% | -36.3% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3mo: compounded portfolio wealth divided by compounded FLR 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…
3mo analysis · Full analysis span regression · Available span rolling