+28.8%
NOW vs RDW
-0.7%
+29.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | -6.2% | +0.9% | -7.0% | -6.3% |
| 30D | +6.1% | -21.3% | +27.3% | +8.8% |
| 3M | +28.6% | -37.9% | +66.4% | +34.3% |
| 6M | +14.6% | +12.3% | +2.4% | +8.5% |
| YTD | -13.5% | +39.7% | -53.2% | -22.7% |
| 1Y | -29.4% | +25.7% | -55.1% | -37.2% |
| 3Y | +9.4% | +230.8% | -221.5% | -27.7% |
| 5Y | +2.3% | -8.8% | +11.0% | -24.7% |
| All | +28.8% | -0.7% | +29.6% | -7.6% |
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