-2.9%
BA vs RDW
+249.5%
-252.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -2.7% | +4.8% | -7.5% | -3.1% |
| 30D | -12.2% | -19.5% | +7.3% | -10.6% |
| 3M | -2.0% | -26.9% | +24.9% | -0.2% |
| 6M | -6.0% | +17.8% | -23.7% | -9.5% |
| YTD | -5.7% | +43.0% | -48.7% | -12.5% |
| 1Y | -10.0% | +32.1% | -42.1% | -16.9% |
| All | -2.9% | +249.5% | -252.5% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling