+144.1%
C vs RDW
-0.7%
+144.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | +0.8% | +0.9% | -0.1% | +0.7% |
| 30D | +0.9% | -21.3% | +22.2% | +3.1% |
| 3M | +1.1% | -37.9% | +38.9% | +4.6% |
| 6M | +28.4% | +12.3% | +16.1% | +22.5% |
| YTD | +20.8% | +39.7% | -19.0% | +10.8% |
| 1Y | +43.4% | +25.7% | +17.8% | +31.2% |
| 3Y | +274.9% | +230.8% | +44.0% | +187.2% |
| 5Y | +136.7% | -8.8% | +145.4% | +86.0% |
| All | +144.1% | -0.7% | +144.9% | +87.9% |
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