+43.0%
EXC vs RDW
-9.1%
+52.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.5% |
| 7D | -1.1% | +0.9% | -2.0% | -1.1% |
| 30D | -3.6% | -21.3% | +17.6% | -3.5% |
| 3M | -4.3% | -37.9% | +33.6% | -3.8% |
| 6M | -9.9% | +12.3% | -22.2% | -10.6% |
| YTD | +1.8% | +39.7% | -38.0% | +0.2% |
| 1Y | +2.9% | +25.7% | -22.8% | +1.2% |
| 3Y | +19.1% | +230.8% | -211.7% | +9.5% |
| All | +43.0% | -9.1% | +52.1% | +28.4% |
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