+11.1%
RDW vs FLUT
-63.1%
+74.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -5.1% |
| 7D | -14.3% | +4.2% | -18.5% | -14.1% |
| 30D | -26.0% | +8.0% | -34.0% | -25.7% |
| 3M | -27.4% | -22.1% | -5.3% | -27.9% |
| 6M | -10.6% | -21.7% | +11.0% | -11.0% |
| YTD | +1.6% | -62.0% | +63.5% | +45.9% |
| 1Y | +11.1% | -63.2% | +74.2% | +62.1% |
| All | +11.1% | -63.1% | +74.2% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling