+44.6%
DLR vs RDW
-9.1%
+53.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.9% |
| 7D | +0.1% | +0.9% | -0.8% | 0.0% |
| 30D | -4.3% | -21.3% | +17.0% | -2.8% |
| 3M | +3.8% | -37.9% | +41.7% | +6.5% |
| 6M | +5.8% | +12.3% | -6.4% | +2.4% |
| YTD | +23.5% | +39.7% | -16.2% | +15.9% |
| 1Y | +11.1% | +25.7% | -14.6% | +4.0% |
| 3Y | +57.9% | +230.8% | -173.0% | +28.3% |
| All | +44.6% | -9.1% | +53.7% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling