+16.0%
O vs RDW
-9.1%
+25.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | -2.9% | +0.9% | -3.7% | -2.9% |
| 30D | -4.5% | -21.3% | +16.8% | -4.0% |
| 3M | -2.6% | -37.9% | +35.2% | -1.7% |
| 6M | -5.6% | +12.3% | -17.9% | -7.0% |
| YTD | +9.3% | +39.7% | -30.5% | +6.2% |
| 1Y | +4.3% | +25.7% | -21.4% | +1.3% |
| 3Y | +27.4% | +230.8% | -203.4% | +13.4% |
| All | +16.0% | -9.1% | +25.1% | +3.2% |
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