-33.9%
DOW vs RDW
-0.7%
-33.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.9% |
| 7D | -1.4% | +0.9% | -2.2% | -1.5% |
| 30D | -3.9% | -21.3% | +17.3% | -2.5% |
| 3M | -12.7% | -37.9% | +25.2% | -10.4% |
| 6M | -13.7% | +12.3% | -25.9% | -17.1% |
| YTD | +28.4% | +39.7% | -11.3% | +19.2% |
| 1Y | +21.8% | +25.7% | -3.9% | +13.0% |
| 3Y | -35.7% | +230.8% | -266.5% | -47.1% |
| 5Y | -36.8% | -8.8% | -28.1% | -48.2% |
| All | -33.9% | -0.7% | -33.2% | -46.7% |
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