+87.7%
F vs RDW
+5.0%
+82.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.6% | -10.9% | -4.9% |
| 7D | +1.2% | +9.5% | -8.3% | +0.2% |
| 30D | +1.2% | -17.4% | +18.6% | +3.1% |
| 3M | -5.7% | -39.5% | +33.9% | -1.8% |
| 6M | +17.9% | +31.3% | -13.4% | +11.2% |
| YTD | +10.4% | +47.8% | -37.4% | +0.8% |
| 1Y | +25.3% | +33.8% | -8.5% | +14.0% |
| 3Y | +37.5% | +262.3% | -224.8% | -2.1% |
| 5Y | +46.5% | -5.7% | +52.2% | +7.7% |
| All | +87.7% | +5.0% | +82.8% | +36.1% |
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