+1,966.5%
FIX vs RDW
-27.8%
+1,994.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.4% | -0.8% |
| 7D | +9.4% | +7.2% | +2.2% | +8.4% |
| 30D | -27.8% | -10.3% | -17.5% | -26.6% |
| 3M | -35.6% | -41.4% | +5.9% | -30.8% |
| 6M | -45.2% | -32.5% | -12.7% | -43.7% |
| YTD | +19.5% | +1.7% | +17.8% | +12.8% |
| 1Y | +24.2% | +39.0% | -14.8% | +12.0% |
| 3Y | +494.2% | +214.2% | +279.9% | +364.7% |
| 5Y | +1,036.1% | -31.3% | +1,067.4% | +817.8% |
| All | +1,966.5% | -27.8% | +1,994.2% | +1,531.6% |
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 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