+2.0%
RDW vs FND
-54.7%
+56.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.8% |
| 7D | +0.9% | -5.8% | +6.6% | +3.4% |
| 30D | -21.3% | -20.2% | -1.1% | -12.9% |
| 3M | -37.9% | -12.0% | -25.9% | -35.5% |
| 6M | +12.3% | -18.5% | +30.8% | +19.4% |
| YTD | +39.7% | -22.3% | +62.0% | +52.8% |
| 1Y | +25.7% | -47.6% | +73.3% | +65.4% |
| 3Y | +230.8% | -49.8% | +280.6% | +319.1% |
| 5Y | -8.8% | -63.0% | +54.2% | +20.4% |
| All | +2.0% | -54.7% | +56.7% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling