+369.5%
ALAB vs RDW
+178.7%
+190.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.9% |
| 7D | -6.2% | +0.9% | -7.0% | -6.7% |
| 30D | -8.7% | -21.3% | +12.6% | -3.3% |
| 3M | -20.7% | -37.9% | +17.1% | -12.2% |
| 6M | +133.5% | +12.3% | +121.3% | +118.9% |
| YTD | +75.1% | +39.7% | +35.3% | +53.1% |
| 1Y | +25.0% | +25.7% | -0.6% | +9.4% |
| All | +369.5% | +178.7% | +190.7% | +193.4% |
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