+41.6%
O vs RDW
+1.6%
+40.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.9% |
| 7D | -3.5% | +4.8% | -8.3% | -3.6% |
| 30D | -3.3% | -19.5% | +16.2% | -2.9% |
| 3M | -2.8% | -26.9% | +24.1% | -2.3% |
| 6M | -5.8% | +17.8% | -23.5% | -7.3% |
| YTD | +9.4% | +43.0% | -33.6% | +6.3% |
| 1Y | +5.7% | +32.1% | -26.4% | +2.5% |
| 3Y | +27.2% | +250.6% | -223.4% | +13.2% |
| 5Y | +17.2% | -6.6% | +23.8% | +5.3% |
| All | +41.6% | +1.6% | +40.0% | +26.9% |
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 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