+2.6%
NOW vs RDW
-6.9%
+9.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.1% |
| 7D | -9.9% | +4.8% | -14.7% | -10.5% |
| 30D | +2.8% | -19.5% | +22.4% | +5.2% |
| 3M | +23.7% | -26.9% | +50.6% | +26.5% |
| 6M | +12.5% | +17.8% | -5.3% | +5.9% |
| YTD | -14.4% | +43.0% | -57.4% | -23.7% |
| 1Y | -29.0% | +32.1% | -61.1% | -37.3% |
| 3Y | +9.3% | +250.6% | -241.3% | -28.3% |
| All | +2.6% | -6.9% | +9.6% | -25.9% |
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