+28.3%
RDW vs FLUT
-65.9%
+94.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.5% |
| 7D | -3.1% | -1.6% | -1.5% | -3.2% |
| 30D | -1.8% | +7.7% | -9.5% | -1.3% |
| 3M | -50.9% | -0.7% | -50.1% | -51.3% |
| 6M | +13.5% | -11.2% | +24.6% | +15.4% |
| YTD | +38.6% | -53.4% | +92.0% | +75.3% |
| 1Y | +28.3% | -65.8% | +94.0% | +57.8% |
| All | +28.3% | -65.9% | +94.2% | +57.8% |
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