+536.9%
LLY vs RDW
+1.6%
+535.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -3.2% | +4.8% | -8.0% | -3.3% |
| 30D | -7.4% | -19.5% | +12.1% | -6.9% |
| 3M | -1.0% | -26.9% | +25.9% | -0.4% |
| 6M | +12.5% | +17.8% | -5.3% | +11.2% |
| YTD | +5.0% | +43.0% | -38.0% | +2.4% |
| 1Y | +49.8% | +32.1% | +17.7% | +45.9% |
| 3Y | +95.5% | +250.6% | -155.2% | +91.9% |
| 5Y | +390.7% | -6.6% | +397.3% | +388.4% |
| All | +536.9% | +1.6% | +535.3% | +524.3% |
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