+2,959.4%
FIX vs RDW
+5.0%
+2,954.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.6% | -4.3% | +1.5% |
| 7D | +6.1% | +9.5% | -3.4% | +4.8% |
| 30D | -2.7% | -17.4% | +14.7% | -0.2% |
| 3M | -10.9% | -39.5% | +28.6% | -6.0% |
| 6M | +29.0% | +31.3% | -2.3% | +20.1% |
| YTD | +76.9% | +47.8% | +29.1% | +58.9% |
| 1Y | +130.7% | +33.8% | +96.9% | +106.6% |
| 3Y | +790.7% | +262.3% | +528.4% | +572.3% |
| 5Y | +2,185.6% | -5.7% | +2,191.3% | +1,665.6% |
| All | +2,959.4% | +5.0% | +2,954.5% | +2,200.0% |
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