+28.3%
RDW vs FTI
+108.8%
-80.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | -3.1% | +5.3% | -8.4% | -5.6% |
| 30D | -1.8% | +15.3% | -17.1% | -8.6% |
| 3M | -50.9% | +15.8% | -66.6% | -54.6% |
| 6M | +13.5% | +22.6% | -9.1% | -3.0% |
| YTD | +38.6% | +79.5% | -41.0% | -7.4% |
| 1Y | +28.3% | +102.0% | -73.8% | -17.3% |
| All | +28.3% | +108.8% | -80.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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