-6.1%
RDW vs FLR
+238.1%
-244.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -3.0% |
| 7D | +0.9% | -3.5% | +4.3% | +2.9% |
| 30D | -21.3% | +4.2% | -25.4% | -23.3% |
| 3M | -37.9% | +8.1% | -45.9% | -40.5% |
| 6M | +12.3% | +21.5% | -9.3% | -1.4% |
| YTD | +39.7% | +36.8% | +3.0% | +16.0% |
| 1Y | +25.7% | +31.2% | -5.5% | +7.1% |
| 3Y | +230.8% | +53.9% | +177.0% | +156.6% |
| All | -6.1% | +238.1% | -244.2% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling