+294.8%
GOOGL vs RDW
-0.7%
+295.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +1.9% |
| 7D | 0.0% | +0.9% | -0.8% | -0.1% |
| 30D | -1.4% | -21.3% | +19.9% | +0.3% |
| 3M | -5.3% | -37.9% | +32.5% | -2.6% |
| 6M | +9.8% | +12.3% | -2.5% | +6.1% |
| YTD | +8.4% | +39.7% | -31.4% | +1.1% |
| 1Y | +41.2% | +25.7% | +15.5% | +31.4% |
| 3Y | +149.6% | +230.8% | -81.3% | +94.1% |
| 5Y | +142.6% | -8.8% | +151.3% | +90.4% |
| All | +294.8% | -0.7% | +295.6% | +208.9% |
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 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