+142.3%
C vs RDW
0.0%
+142.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +1.2% |
| 7D | +2.6% | +3.6% | -1.0% | +2.2% |
| 30D | +1.9% | -18.4% | +20.4% | +3.8% |
| 3M | +2.8% | -32.1% | +34.9% | +5.5% |
| 6M | +30.6% | +10.9% | +19.7% | +24.7% |
| YTD | +19.9% | +40.8% | -20.9% | +9.9% |
| 1Y | +44.6% | +31.1% | +13.4% | +31.7% |
| 3Y | +272.1% | +245.2% | +27.0% | +183.9% |
| 5Y | +132.0% | -16.7% | +148.7% | +83.9% |
| All | +142.3% | 0.0% | +142.3% | +86.4% |
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 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