+112.5%
NET vs RDW
-14.1%
+126.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | -7.0% | -3.1% | -3.8% | -6.4% |
| 30D | -4.8% | -1.8% | -3.0% | -4.8% |
| 3M | +3.8% | -50.9% | +54.7% | +16.4% |
| 6M | +50.0% | +13.5% | +36.6% | +34.4% |
| YTD | +41.5% | +38.6% | +2.9% | +17.1% |
| 1Y | +32.8% | +28.3% | +4.6% | +8.6% |
| 3Y | +335.9% | +217.2% | +118.7% | +114.8% |
| All | +112.5% | -14.1% | +126.6% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling