+230.8%
RDW vs FLR
+54.2%
+176.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -3.1% |
| 7D | +0.9% | -3.5% | +4.3% | +3.4% |
| 30D | -21.3% | +4.2% | -25.4% | -23.9% |
| 3M | -37.9% | +8.1% | -45.9% | -41.4% |
| 6M | +12.3% | +21.5% | -9.3% | -5.9% |
| YTD | +39.7% | +36.8% | +3.0% | +8.3% |
| 1Y | +25.7% | +31.2% | -5.5% | +0.6% |
| 3Y | +230.8% | +53.9% | +177.0% | +115.0% |
| All | +230.8% | +54.2% | +176.6% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling