+0.3%
BA vs RDW
-0.7%
+1.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.0% |
| 7D | -0.8% | +0.9% | -1.7% | -1.0% |
| 30D | -9.0% | -21.3% | +12.3% | -6.8% |
| 3M | -5.0% | -37.9% | +32.8% | -1.3% |
| 6M | -1.7% | +12.3% | -14.0% | -5.9% |
| YTD | -3.1% | +39.7% | -42.8% | -11.4% |
| 1Y | -4.3% | +25.7% | -30.0% | -12.8% |
| 3Y | -0.3% | +230.8% | -231.1% | -27.8% |
| 5Y | +0.1% | -8.8% | +8.8% | -23.5% |
| All | +0.3% | -0.7% | +1.0% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling