+10.1%
NOW vs RDW
+28.9%
-18.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +6.6% | -11.6% | -5.4% |
| 7D | -6.1% | +9.5% | -15.5% | -6.7% |
| 30D | +7.5% | -17.4% | +24.8% | +8.8% |
| 3M | +17.5% | -39.5% | +57.1% | +23.7% |
| All | +10.1% | +28.9% | -18.9% | +1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling