+2,303.0%
FIX vs RDW
-9.1%
+2,312.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +99.9% |
| 3Y | +807.4% | +230.8% | +576.6% | +593.0% |
| All | +2,303.0% | -9.1% | +2,312.1% | +1,723.4% |
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