+143.3%
DELL vs RDW
+9.7%
+133.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.9% | -3.9% | -7.9% |
| 7D | -24.6% | -14.3% | -10.3% | -22.3% |
| 30D | -32.5% | -26.0% | -6.5% | -28.7% |
| 3M | -20.2% | -27.4% | +7.2% | -15.8% |
| 6M | +76.5% | -10.6% | +87.1% | +73.9% |
| YTD | +198.9% | +1.6% | +197.3% | +182.6% |
| 1Y | +143.3% | +11.1% | +132.3% | +124.0% |
| All | +143.3% | +9.7% | +133.7% | +124.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling