+147.8%
EWY vs RDW
+29.5%
+118.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +3.7% |
| 7D | -0.1% | +0.9% | -0.9% | -0.4% |
| 30D | +7.3% | -21.3% | +28.6% | +12.2% |
| 3M | -5.1% | -37.9% | +32.7% | +1.3% |
| 6M | +42.1% | +12.3% | +29.8% | +35.2% |
| YTD | +94.1% | +39.7% | +54.4% | +79.0% |
| 1Y | +147.8% | +25.7% | +122.1% | +128.9% |
| All | +147.8% | +29.5% | +118.3% | +128.9% |
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