+26.0%
C vs RDW
+9.7%
+16.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +2.0% |
| 7D | +1.1% | -14.3% | +15.4% | +2.1% |
| 30D | -2.4% | -26.0% | +23.6% | -0.5% |
| 3M | -8.4% | -27.4% | +19.0% | -6.7% |
| 6M | +0.3% | -10.6% | +11.0% | -1.8% |
| YTD | +9.1% | +1.6% | +7.5% | +2.6% |
| 1Y | +26.0% | +11.1% | +15.0% | +16.8% |
| All | +26.0% | +9.7% | +16.4% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling