-22.2%
ON vs RDW
+241.5%
-263.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.3% | +10.8% | +8.8% |
| 7D | +2.4% | +0.9% | +1.5% | +2.1% |
| 30D | -8.6% | -21.3% | +12.7% | -5.6% |
| 3M | -34.3% | -37.9% | +3.5% | -30.7% |
| 6M | +28.5% | +12.3% | +16.3% | +22.8% |
| YTD | +40.6% | +39.7% | +0.9% | +27.4% |
| 1Y | +55.3% | +25.7% | +29.6% | +40.2% |
| 3Y | -22.2% | +230.8% | -253.0% | -40.5% |
| All | -22.2% | +241.5% | -263.7% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling