+57.3%
LLY vs RDW
+9.7%
+47.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.6% |
| 7D | +10.1% | -14.3% | +24.4% | +10.0% |
| 30D | +24.0% | -26.0% | +50.0% | +23.9% |
| 3M | +27.3% | -27.4% | +54.7% | +27.1% |
| 6M | +47.0% | -10.6% | +57.6% | +49.9% |
| YTD | +32.6% | +1.6% | +31.0% | +37.6% |
| 1Y | +57.3% | +11.1% | +46.3% | +66.2% |
| All | +57.3% | +9.7% | +47.7% | +66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling