+79.2%
MA vs RDW
0.0%
+79.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | -0.4% |
| 7D | -3.5% | +3.6% | -7.1% | -3.7% |
| 30D | +0.8% | -18.4% | +19.2% | +1.5% |
| 3M | +14.8% | -32.1% | +46.8% | +16.1% |
| 6M | +10.0% | +10.9% | -0.9% | +7.4% |
| YTD | -0.1% | +40.8% | -40.9% | -4.8% |
| 1Y | -2.2% | +31.1% | -33.3% | -7.2% |
| 3Y | +39.3% | +245.2% | -205.9% | +17.5% |
| 5Y | +66.3% | -16.7% | +83.1% | +40.8% |
| All | +79.2% | 0.0% | +79.2% | +50.3% |
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