+58.9%
DIA vs RDW
+241.5%
-182.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.1% |
| 7D | -1.6% | +0.9% | -2.4% | -1.6% |
| 30D | -2.0% | -21.3% | +19.2% | -0.9% |
| 3M | +3.6% | -37.9% | +41.5% | +5.6% |
| 6M | +11.5% | +12.3% | -0.8% | +8.7% |
| YTD | +10.4% | +39.7% | -29.4% | +5.1% |
| 1Y | +15.6% | +25.7% | -10.1% | +9.8% |
| 3Y | +58.9% | +230.8% | -172.0% | +36.3% |
| All | +58.9% | +241.5% | -182.6% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling