+565.2%
BE vs RDW
+1.6%
+563.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.5% |
| 7D | +9.7% | +4.8% | +4.9% | +8.4% |
| 30D | +22.4% | -19.5% | +41.9% | +30.0% |
| 3M | +10.4% | -26.9% | +37.3% | +18.5% |
| 6M | +67.9% | +17.8% | +50.1% | +48.5% |
| YTD | +197.5% | +43.0% | +154.5% | +144.6% |
| 1Y | +310.6% | +32.1% | +278.5% | +234.1% |
| 3Y | +1,657.2% | +250.6% | +1,406.6% | +727.8% |
| 5Y | +1,218.2% | -6.6% | +1,224.8% | +683.3% |
| All | +565.2% | +1.6% | +563.6% | +289.2% |
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