+253.1%
NET vs RDW
+5.0%
+248.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.6% | -4.7% | +0.7% |
| 7D | -0.4% | +9.5% | -9.9% | -2.1% |
| 30D | -5.3% | -17.4% | +12.0% | -2.0% |
| 3M | +14.7% | -39.5% | +54.3% | +23.7% |
| 6M | +45.7% | +31.3% | +14.3% | +26.7% |
| YTD | +44.2% | +47.8% | -3.6% | +17.9% |
| 1Y | +30.5% | +33.8% | -3.4% | +5.9% |
| 3Y | +353.6% | +262.3% | +91.3% | +117.6% |
| 5Y | +121.8% | -5.7% | +127.5% | +28.7% |
| All | +253.1% | +5.0% | +248.2% | +99.4% |
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