+301.1%
GOOG vs RDW
-2.0%
+303.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.2% |
| 7D | +3.1% | -0.4% | +3.5% | +3.1% |
| 30D | +0.7% | -22.8% | +23.5% | +2.6% |
| 3M | -3.4% | -30.6% | +27.2% | -1.3% |
| 6M | +14.8% | +9.4% | +5.4% | +11.1% |
| YTD | +10.4% | +38.0% | -27.6% | +3.0% |
| 1Y | +43.6% | +20.7% | +22.9% | +33.9% |
| 3Y | +151.1% | +154.6% | -3.5% | +100.3% |
| 5Y | +143.4% | -1.7% | +145.0% | +89.2% |
| All | +301.1% | -2.0% | +303.1% | +212.9% |
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