+19.0%
DLR vs RDW
+24.9%
-5.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +1.6% | -3.1% | +4.7% | +1.7% |
| 30D | -3.4% | -1.8% | -1.6% | -3.3% |
| 3M | +0.5% | -50.9% | +51.4% | +3.5% |
| 6M | +4.6% | +13.5% | -8.9% | +1.6% |
| YTD | +23.4% | +38.6% | -15.1% | +16.5% |
| 1Y | +19.0% | +28.3% | -9.2% | +12.3% |
| All | +19.0% | +24.9% | -5.9% | +12.3% |
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 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