+2.0%
RDW vs FOXA
+135.3%
-133.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -3.0% |
| 7D | +0.9% | +0.8% | +0.1% | +0.4% |
| 30D | -21.3% | +5.0% | -26.3% | -24.0% |
| 3M | -37.9% | -3.0% | -34.8% | -37.6% |
| 6M | +12.3% | +14.8% | -2.5% | +0.1% |
| YTD | +39.7% | -8.9% | +48.7% | +45.6% |
| 1Y | +25.7% | +13.3% | +12.4% | +12.4% |
| 3Y | +230.8% | +115.4% | +115.4% | +107.4% |
| 5Y | -8.8% | +95.3% | -104.0% | -38.3% |
| All | +2.0% | +135.3% | -133.3% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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