+120.7%
B vs RDW
0.0%
+120.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.7% | +5.8% | +1.4% |
| 7D | +1.0% | +3.6% | -2.5% | +0.8% |
| 30D | +9.5% | -18.4% | +27.9% | +10.7% |
| 3M | +14.3% | -32.1% | +46.4% | +16.1% |
| 6M | -1.9% | +10.9% | -12.8% | -3.5% |
| YTD | +4.1% | +40.8% | -36.7% | +1.0% |
| 1Y | +56.1% | +31.1% | +25.0% | +51.2% |
| 3Y | +202.0% | +245.2% | -43.2% | +177.5% |
| 5Y | +158.8% | -16.7% | +175.5% | +147.5% |
| All | +120.7% | 0.0% | +120.7% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling