+28.3%
RDW vs FN
+17.1%
+11.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.1% |
| 7D | -3.1% | -1.7% | -1.4% | -2.4% |
| 30D | -1.8% | -22.0% | +20.2% | +8.6% |
| 3M | -50.9% | -43.0% | -7.9% | -38.6% |
| 6M | +13.5% | -27.7% | +41.2% | +25.9% |
| YTD | +38.6% | -10.5% | +49.1% | +34.9% |
| 1Y | +28.3% | +12.5% | +15.8% | +38.5% |
| All | +28.3% | +17.1% | +11.2% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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