+91.3%
LIN vs RDW
-0.7%
+92.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.1% |
| 7D | -2.4% | +0.9% | -3.2% | -2.4% |
| 30D | -2.4% | -21.3% | +18.8% | -1.7% |
| 3M | -9.3% | -37.9% | +28.6% | -8.1% |
| 6M | -2.6% | +12.3% | -14.8% | -4.5% |
| YTD | +10.4% | +39.7% | -29.3% | +6.4% |
| 1Y | -2.3% | +25.7% | -28.0% | -6.0% |
| 3Y | +24.4% | +230.8% | -206.4% | +9.4% |
| 5Y | +60.7% | -8.8% | +69.5% | +45.3% |
| All | +91.3% | -0.7% | +92.1% | +69.9% |
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