+2.0%
RDW vs FLR
+173.2%
-171.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.9% |
| 7D | +0.9% | -3.5% | +4.3% | +2.6% |
| 30D | -21.3% | +4.2% | -25.4% | -23.0% |
| 3M | -37.9% | +8.1% | -45.9% | -40.0% |
| 6M | +12.3% | +21.5% | -9.3% | +1.1% |
| YTD | +39.7% | +36.8% | +3.0% | +20.3% |
| 1Y | +25.7% | +31.2% | -5.5% | +10.7% |
| 3Y | +230.8% | +53.9% | +177.0% | +175.0% |
| 5Y | -8.8% | +243.0% | -251.8% | -32.2% |
| All | +2.0% | +173.2% | -171.2% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling