+1,582.1%
DELL vs RDW
-0.7%
+1,582.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.3% | +14.3% | +12.2% |
| 7D | +8.2% | +0.9% | +7.4% | +8.0% |
| 30D | +17.1% | -21.3% | +38.4% | +20.4% |
| 3M | +45.2% | -37.9% | +83.0% | +51.8% |
| 6M | +286.8% | +12.3% | +274.5% | +271.6% |
| YTD | +354.8% | +39.7% | +315.0% | +319.6% |
| 1Y | +358.3% | +25.7% | +332.6% | +320.4% |
| 3Y | +724.9% | +230.8% | +494.1% | +555.5% |
| 5Y | +1,193.7% | -8.8% | +1,202.5% | +951.3% |
| All | +1,582.1% | -0.7% | +1,582.8% | +1,253.5% |
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