-1.9%
B vs RDW
+22.8%
-24.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.7% | +5.8% | +1.7% |
| 7D | +1.0% | +3.6% | -2.5% | +0.5% |
| 30D | +9.5% | -18.4% | +27.9% | +12.1% |
| 3M | +14.3% | -32.1% | +46.4% | +17.7% |
| 6M | -1.9% | +10.9% | -12.8% | -7.7% |
| All | -1.9% | +22.8% | -24.7% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling