+138.3%
ADI vs RDW
-9.1%
+147.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.2% | +5.1% |
| 7D | +4.6% | +0.9% | +3.7% | +4.4% |
| 30D | -1.2% | -21.3% | +20.1% | +1.2% |
| 3M | -7.8% | -37.9% | +30.0% | -4.1% |
| 6M | +19.3% | +12.3% | +7.1% | +14.5% |
| YTD | +40.9% | +39.7% | +1.2% | +29.3% |
| 1Y | +54.5% | +25.7% | +28.8% | +41.2% |
| 3Y | +123.4% | +230.8% | -107.4% | +62.4% |
| All | +138.3% | -9.1% | +147.4% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling