+50.1%
MSFT vs RDW
+241.5%
-191.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | -0.8% | +0.9% | -1.7% | -0.9% |
| 30D | +0.8% | -21.3% | +22.1% | +2.2% |
| 3M | +27.2% | -37.9% | +65.1% | +29.9% |
| 6M | +22.9% | +12.3% | +10.6% | +19.3% |
| YTD | +3.1% | +39.7% | -36.6% | -2.0% |
| 1Y | -0.3% | +25.7% | -25.9% | -5.4% |
| 3Y | +50.1% | +230.8% | -180.7% | +31.8% |
| All | +50.1% | +241.5% | -191.4% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling