+3.2%
LIN vs RDW
-34.4%
+37.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +0.5% |
| 7D | +2.1% | +7.2% | -5.1% | +2.4% |
| 30D | +6.8% | -10.3% | +17.1% | +6.5% |
| 3M | +10.4% | -41.4% | +51.8% | +8.7% |
| 6M | +3.2% | -32.5% | +35.7% | +2.6% |
| All | +3.2% | -34.4% | +37.6% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling