+233.3%
RDW vs FN
+173.9%
+59.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.2% | -4.9% |
| 7D | +3.6% | +5.8% | -2.2% | +1.2% |
| 30D | -18.4% | -20.6% | +2.2% | -11.5% |
| 3M | -32.1% | -28.6% | -3.4% | -23.4% |
| 6M | +10.9% | -20.7% | +31.6% | +18.2% |
| YTD | +40.8% | -8.1% | +48.9% | +39.5% |
| 1Y | +31.1% | +13.3% | +17.8% | +20.4% |
| All | +233.3% | +173.9% | +59.4% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling