+1.2%
RDW vs FN
+389.4%
-388.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.4% |
| 7D | -3.1% | -1.7% | -1.4% | -2.5% |
| 30D | -1.8% | -22.0% | +20.2% | +6.3% |
| 3M | -50.9% | -43.0% | -7.9% | -40.9% |
| 6M | +13.5% | -27.7% | +41.2% | +24.2% |
| YTD | +38.6% | -10.5% | +49.1% | +39.8% |
| 1Y | +28.3% | +12.5% | +15.8% | +20.8% |
| 3Y | +217.2% | +153.8% | +63.4% | +129.0% |
| 5Y | -14.0% | +288.0% | -302.0% | -46.2% |
| All | +1.2% | +389.4% | -388.2% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling