+165.1%
COST vs RDW
-0.7%
+165.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.3% |
| 7D | -1.2% | +0.9% | -2.1% | -1.2% |
| 30D | -4.7% | -21.3% | +16.6% | -4.1% |
| 3M | -7.1% | -37.9% | +30.7% | -6.0% |
| 6M | -8.5% | +12.3% | -20.8% | -10.3% |
| YTD | +5.4% | +39.7% | -34.4% | +1.5% |
| 1Y | -5.6% | +25.7% | -31.3% | -9.3% |
| 3Y | +68.5% | +230.8% | -162.4% | +43.9% |
| 5Y | +105.2% | -8.8% | +114.0% | +82.1% |
| All | +165.1% | -0.7% | +165.8% | +131.5% |
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