+274.0%
C vs RDW
+249.5%
+24.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | +0.3% | +4.8% | -4.6% | -0.2% |
| 30D | +2.0% | -19.5% | +21.6% | +4.0% |
| 3M | +4.4% | -26.9% | +31.3% | +6.3% |
| 6M | +28.3% | +17.8% | +10.6% | +21.6% |
| YTD | +20.5% | +43.0% | -22.5% | +9.9% |
| 1Y | +45.5% | +32.1% | +13.5% | +31.9% |
| All | +274.0% | +249.5% | +24.5% | +174.8% |
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 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