+3,038.0%
FIX vs RDW
-0.7%
+3,038.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +6.6% |
| 7D | +5.0% | +0.9% | +4.1% | +4.8% |
| 30D | -2.7% | -21.3% | +18.6% | +0.4% |
| 3M | -8.2% | -37.9% | +29.6% | -3.3% |
| 6M | +20.3% | +12.3% | +8.0% | +14.3% |
| YTD | +81.4% | +39.7% | +41.7% | +64.2% |
| 1Y | +121.5% | +25.7% | +95.8% | +100.0% |
| 3Y | +807.4% | +230.8% | +576.6% | +592.1% |
| 5Y | +2,306.7% | -8.8% | +2,315.5% | +1,768.3% |
| All | +3,038.0% | -0.7% | +3,038.8% | +2,276.3% |
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