+10.9%
RDW vs FLUT
-8.8%
+19.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.4% | -5.2% |
| 7D | +3.6% | -2.6% | +6.2% | +2.6% |
| 30D | -18.4% | +5.4% | -23.8% | -16.3% |
| 3M | -32.1% | -10.8% | -21.3% | -36.8% |
| 6M | +10.9% | -9.2% | +20.1% | +18.6% |
| All | +10.9% | -8.8% | +19.6% | +18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling