+609.6%
BE vs RDW
-0.7%
+610.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.3% | +9.0% | +7.3% |
| 7D | +9.0% | +0.9% | +8.2% | +8.8% |
| 30D | +16.3% | -21.3% | +37.5% | +24.2% |
| 3M | +10.8% | -37.9% | +48.7% | +24.5% |
| 6M | +73.2% | +12.3% | +60.9% | +55.2% |
| YTD | +217.4% | +39.7% | +177.6% | +162.5% |
| 1Y | +309.8% | +25.7% | +284.1% | +237.7% |
| 3Y | +1,726.2% | +230.8% | +1,495.3% | +774.9% |
| 5Y | +1,306.2% | -8.8% | +1,314.9% | +740.7% |
| All | +609.6% | -0.7% | +610.3% | +317.7% |
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 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