+165.5%
AAPL vs RDW
-0.7%
+166.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.9% |
| 7D | +3.8% | +0.9% | +3.0% | +3.8% |
| 30D | +9.9% | -21.3% | +31.2% | +11.4% |
| 3M | +12.5% | -37.9% | +50.3% | +15.2% |
| 6M | +27.6% | +12.3% | +15.4% | +24.1% |
| YTD | +22.6% | +39.7% | -17.2% | +15.9% |
| 1Y | +45.0% | +25.7% | +19.3% | +36.7% |
| 3Y | +87.8% | +230.8% | -143.1% | +46.9% |
| 5Y | +128.7% | -8.8% | +137.4% | +85.7% |
| All | +165.5% | -0.7% | +166.3% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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