+87.3%
F vs RDW
-0.7%
+88.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | -4.4% | +0.9% | -5.3% | -4.6% |
| 30D | +1.0% | -21.3% | +22.3% | +3.4% |
| 3M | -4.0% | -37.9% | +33.9% | -0.1% |
| 6M | +18.1% | +12.3% | +5.8% | +13.2% |
| YTD | +10.2% | +39.7% | -29.6% | +1.2% |
| 1Y | +24.3% | +25.7% | -1.3% | +13.8% |
| 3Y | +38.1% | +230.8% | -192.8% | -0.6% |
| 5Y | +50.2% | -8.8% | +59.0% | +10.9% |
| All | +87.3% | -0.7% | +88.1% | +36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling