+229.7%
EQT vs RDW
+1.6%
+228.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -1.2% | +4.8% | -6.0% | -1.5% |
| 30D | +1.1% | -19.5% | +20.6% | +2.3% |
| 3M | +4.8% | -26.9% | +31.7% | +6.0% |
| 6M | -10.6% | +17.8% | -28.3% | -13.9% |
| YTD | +3.4% | +43.0% | -39.6% | -3.7% |
| 1Y | +8.7% | +32.1% | -23.4% | +0.6% |
| 3Y | +35.0% | +250.6% | -215.7% | +6.2% |
| 5Y | +204.2% | -6.6% | +210.9% | +155.1% |
| All | +229.7% | +1.6% | +228.2% | +168.6% |
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