+27.5%
NOW vs RDW
0.0%
+27.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.7% | +2.4% | -1.8% |
| 7D | -4.1% | +3.6% | -7.7% | -4.6% |
| 30D | +2.9% | -18.4% | +21.3% | +5.1% |
| 3M | +22.6% | -32.1% | +54.6% | +26.5% |
| 6M | +7.5% | +10.9% | -3.4% | +1.9% |
| YTD | -14.4% | +40.8% | -55.2% | -23.6% |
| 1Y | -29.8% | +31.1% | -60.9% | -38.0% |
| 3Y | +9.2% | +245.2% | -235.9% | -28.3% |
| 5Y | +0.8% | -16.7% | +17.6% | -24.7% |
| All | +27.5% | 0.0% | +27.5% | -8.7% |
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