+24.0%
NET vs RDW
-52.6%
+76.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -19.8% | +11.5% | -4.4% |
| 7D | -21.2% | -32.4% | +11.2% | -15.1% |
| 30D | -31.1% | -41.7% | +10.6% | -23.7% |
| 3M | -16.5% | -42.3% | +25.7% | -7.9% |
| 6M | 0.0% | -28.8% | +28.8% | -1.2% |
| YTD | +24.0% | -18.6% | +42.6% | +12.9% |
| 1Y | +7.0% | -15.2% | +22.2% | -5.2% |
| 3Y | +279.6% | +112.7% | +166.8% | +95.9% |
| 5Y | +24.0% | -51.5% | +75.4% | -7.2% |
| All | +24.0% | -52.6% | +76.6% | -7.2% |
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