+156.4%
B vs RDW
-9.1%
+165.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.6% |
| 7D | -2.4% | +0.9% | -3.2% | -2.5% |
| 30D | +6.3% | -21.3% | +27.6% | +7.7% |
| 3M | +12.1% | -37.9% | +50.0% | +14.3% |
| 6M | -3.1% | +12.3% | -15.4% | -4.7% |
| YTD | +2.0% | +39.7% | -37.8% | -0.8% |
| 1Y | +51.7% | +25.7% | +26.0% | +47.3% |
| 3Y | +190.5% | +230.8% | -40.3% | +169.7% |
| All | +156.4% | -9.1% | +165.5% | +133.1% |
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