+11.1%
RDW vs FND
-10.3%
+21.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.9% | -15.9% | -8.6% |
| 7D | -14.3% | +12.3% | -26.6% | -18.0% |
| 30D | -26.0% | +14.7% | -40.7% | -29.8% |
| 3M | -27.4% | -12.0% | -15.4% | -23.7% |
| 6M | -10.6% | +10.8% | -21.4% | -17.1% |
| YTD | +1.6% | -12.3% | +13.9% | +11.3% |
| 1Y | +11.1% | -13.4% | +24.5% | +20.3% |
| All | +11.1% | -10.3% | +21.3% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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