+1,726.2%
BE vs RDW
+241.5%
+1,484.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +23.6% |
| 3M | +10.8% | -37.9% | +48.7% | +22.8% |
| 6M | +73.2% | +12.3% | +60.9% | +56.6% |
| YTD | +217.4% | +39.7% | +177.6% | +167.5% |
| 1Y | +309.8% | +25.7% | +284.1% | +243.6% |
| 3Y | +1,726.2% | +230.8% | +1,495.3% | +778.4% |
| All | +1,726.2% | +241.5% | +1,484.7% | +778.4% |
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