-2.6%
BA vs RDW
-13.0%
+10.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -2.7% | +4.8% | -7.5% | -3.2% |
| 30D | -12.2% | -19.5% | +7.3% | -10.3% |
| 3M | -2.0% | -26.9% | +24.9% | +0.2% |
| 6M | -6.0% | +17.8% | -23.7% | -10.4% |
| YTD | -5.7% | +43.0% | -48.7% | -13.9% |
| 1Y | -10.0% | +32.1% | -42.1% | -18.4% |
| 3Y | -3.1% | +250.6% | -253.7% | -30.4% |
| 5Y | -2.6% | -6.6% | +4.0% | -27.0% |
| All | -2.6% | -13.0% | +10.4% | -27.0% |
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 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