-2.6%
AGG vs RDW
-9.1%
+6.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | -1.1% | +0.9% | -1.9% | -1.1% |
| 30D | -1.1% | -21.3% | +20.1% | -1.0% |
| 3M | -1.9% | -37.9% | +35.9% | -1.7% |
| 6M | -1.7% | +12.3% | -14.0% | -1.9% |
| YTD | -1.3% | +39.7% | -41.0% | -1.7% |
| 1Y | -0.7% | +25.7% | -26.4% | -1.2% |
| 3Y | +12.5% | +230.8% | -218.4% | +10.4% |
| All | -2.6% | -9.1% | +6.5% | -4.5% |
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