+289.2%
GOOG vs RDW
-0.7%
+289.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.7% |
| 7D | 0.0% | +0.9% | -0.8% | 0.0% |
| 30D | -2.0% | -21.3% | +19.3% | -0.2% |
| 3M | -5.9% | -37.9% | +32.0% | -3.1% |
| 6M | +8.9% | +12.3% | -3.4% | +5.1% |
| YTD | +7.1% | +39.7% | -32.6% | -0.2% |
| 1Y | +39.7% | +25.7% | +14.0% | +29.8% |
| 3Y | +145.8% | +230.8% | -85.0% | +90.3% |
| 5Y | +138.6% | -8.8% | +147.4% | +86.5% |
| All | +289.2% | -0.7% | +289.9% | +203.3% |
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 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