+111.4%
BAC vs RDW
0.0%
+111.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.2% | +0.8% |
| 7D | +0.6% | +3.6% | -3.0% | +0.4% |
| 30D | -1.4% | -18.4% | +17.1% | -0.1% |
| 3M | +15.7% | -32.1% | +47.8% | +17.8% |
| 6M | +32.2% | +10.9% | +21.3% | +27.6% |
| YTD | +15.8% | +40.8% | -25.0% | +8.2% |
| 1Y | +27.3% | +31.1% | -3.9% | +18.2% |
| 3Y | +137.5% | +245.2% | -107.7% | +87.7% |
| 5Y | +73.1% | -16.7% | +89.8% | +39.4% |
| All | +111.4% | 0.0% | +111.4% | +65.7% |
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