+54.5%
NFLX vs RDW
-0.7%
+55.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.0% |
| 7D | -1.1% | +0.9% | -1.9% | -1.2% |
| 30D | +4.3% | -21.3% | +25.6% | +6.2% |
| 3M | -4.8% | -37.9% | +33.1% | -1.7% |
| 6M | -18.4% | +12.3% | -30.7% | -22.0% |
| YTD | -17.4% | +39.7% | -57.2% | -24.4% |
| 1Y | -35.7% | +25.7% | -61.4% | -41.4% |
| 3Y | +73.8% | +230.8% | -157.0% | +22.8% |
| 5Y | +29.3% | -8.8% | +38.0% | -3.8% |
| All | +54.5% | -0.7% | +55.3% | +14.8% |
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 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