+4.4%
RDW vs FN
+385.2%
-380.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +2.8% |
| 7D | +4.8% | +2.3% | +2.6% | +4.0% |
| 30D | -19.5% | -23.2% | +3.6% | -12.6% |
| 3M | -26.9% | -30.4% | +3.5% | -18.1% |
| 6M | +17.8% | -25.6% | +43.4% | +27.8% |
| YTD | +43.0% | -11.3% | +54.3% | +44.7% |
| 1Y | +32.1% | +8.4% | +23.7% | +25.8% |
| 3Y | +250.6% | +166.2% | +84.4% | +150.9% |
| 5Y | -6.6% | +290.3% | -296.9% | -41.6% |
| All | +4.4% | +385.2% | -380.8% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling