+32.3%
DIS vs RDW
+249.5%
-217.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | -1.3% | +4.8% | -6.1% | -1.6% |
| 30D | +2.2% | -19.5% | +21.8% | +3.6% |
| 3M | +8.1% | -26.9% | +35.0% | +9.7% |
| 6M | +5.2% | +17.8% | -12.5% | +1.2% |
| YTD | -6.3% | +43.0% | -49.3% | -12.5% |
| 1Y | -7.3% | +32.1% | -39.4% | -13.9% |
| All | +32.3% | +249.5% | -217.3% | +7.3% |
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