+2.8%
RDW vs FLUT
-52.4%
+55.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.4% | -4.3% |
| 7D | +3.6% | -2.6% | +6.2% | +4.3% |
| 30D | -18.4% | +5.4% | -23.8% | -19.9% |
| 3M | -32.1% | -10.8% | -21.3% | -30.8% |
| 6M | +10.9% | -9.2% | +20.1% | +10.5% |
| YTD | +40.8% | -53.8% | +94.6% | +76.6% |
| 1Y | +31.1% | -66.0% | +97.1% | +82.0% |
| 3Y | +245.2% | -44.7% | +289.8% | +318.7% |
| 5Y | -16.7% | -50.6% | +33.9% | -3.2% |
| All | +2.8% | -52.4% | +55.1% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling