+5.8%
RDW vs FRMI
-93.4%
+99.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -10.6% | +5.6% | -1.0% |
| 7D | -14.3% | -39.7% | +25.4% | +2.9% |
| 30D | -26.0% | -55.2% | +29.2% | -2.0% |
| 3M | -27.4% | -71.2% | +43.8% | +10.9% |
| 6M | -10.6% | -64.1% | +53.5% | +19.9% |
| YTD | +1.6% | -77.2% | +78.8% | +54.9% |
| All | +5.8% | -93.4% | +99.1% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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