+139.5%
DE vs RDW
-0.7%
+140.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.2% |
| 7D | -2.6% | +0.9% | -3.4% | -2.6% |
| 30D | +9.0% | -21.3% | +30.3% | +10.6% |
| 3M | +19.1% | -37.9% | +57.0% | +22.1% |
| 6M | +14.4% | +12.3% | +2.1% | +10.5% |
| YTD | +45.9% | +39.7% | +6.2% | +36.5% |
| 1Y | +43.6% | +25.7% | +17.9% | +33.9% |
| 3Y | +75.9% | +230.8% | -155.0% | +38.7% |
| 5Y | +98.8% | -8.8% | +107.5% | +65.9% |
| All | +139.5% | -0.7% | +140.2% | +93.1% |
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