+203.7%
NET vs RDW
-42.1%
+245.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -19.8% | +11.5% | -4.5% |
| 7D | -21.2% | -32.4% | +11.2% | -15.1% |
| 30D | -31.1% | -41.7% | +10.6% | -23.8% |
| 3M | -16.5% | -42.3% | +25.7% | -8.0% |
| 6M | 0.0% | -28.8% | +28.8% | -1.1% |
| YTD | +24.0% | -18.6% | +42.6% | +13.2% |
| 1Y | +7.0% | -15.2% | +22.2% | -4.9% |
| 3Y | +279.6% | +112.7% | +166.8% | +102.7% |
| 5Y | +24.0% | -51.5% | +75.4% | -17.4% |
| All | +203.7% | -42.1% | +245.9% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling