+0.4%
BA vs RDW
+5.0%
-4.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.6% | -7.4% | -1.4% |
| 7D | +2.5% | +9.5% | -7.0% | +1.5% |
| 30D | -10.1% | -17.4% | +7.3% | -8.4% |
| 3M | -2.4% | -39.5% | +37.1% | +1.6% |
| 6M | -8.8% | +31.3% | -40.2% | -14.2% |
| YTD | -2.9% | +47.8% | -50.7% | -11.7% |
| 1Y | -8.8% | +33.8% | -42.6% | -17.4% |
| 3Y | -0.3% | +262.3% | -262.5% | -28.6% |
| 5Y | -0.3% | -5.7% | +5.4% | -24.0% |
| All | +0.4% | +5.0% | -4.6% | -24.3% |
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