+2.0%
RDW vs FTI
+793.1%
-791.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.6% |
| 7D | +0.9% | -4.4% | +5.2% | +2.2% |
| 30D | -21.3% | +1.5% | -22.8% | -21.7% |
| 3M | -37.9% | +8.2% | -46.1% | -39.8% |
| 6M | +12.3% | +18.8% | -6.6% | +5.2% |
| YTD | +39.7% | +71.7% | -31.9% | +17.3% |
| 1Y | +25.7% | +90.0% | -64.4% | +2.0% |
| 3Y | +230.8% | +270.5% | -39.7% | +124.8% |
| 5Y | -8.8% | +1,084.5% | -1,093.3% | -49.0% |
| All | +2.0% | +793.1% | -791.0% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling