+32.1%
RDW vs FN
+6.6%
+25.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +3.2% |
| 7D | +4.8% | +2.3% | +2.6% | +3.7% |
| 30D | -19.5% | -23.2% | +3.6% | -10.7% |
| 3M | -26.9% | -30.4% | +3.5% | -16.2% |
| 6M | +17.8% | -25.6% | +43.4% | +29.5% |
| YTD | +43.0% | -11.3% | +54.3% | +39.9% |
| 1Y | +32.1% | +8.4% | +23.7% | +42.1% |
| All | +32.1% | +6.6% | +25.5% | +42.1% |
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