+92.2%
INTC vs RDW
-0.7%
+92.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.9% |
| 7D | +7.5% | +0.9% | +6.6% | +7.3% |
| 30D | +2.0% | -21.3% | +23.2% | +5.3% |
| 3M | -12.0% | -37.9% | +25.9% | -7.1% |
| 6M | +114.5% | +12.3% | +102.3% | +106.7% |
| YTD | +179.0% | +39.7% | +139.2% | +156.8% |
| 1Y | +318.3% | +25.7% | +292.6% | +283.9% |
| 3Y | +171.2% | +230.8% | -59.6% | +106.5% |
| 5Y | +107.6% | -8.8% | +116.3% | +58.3% |
| All | +92.2% | -0.7% | +92.9% | +42.6% |
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