+85.1%
ON vs RDW
+1.6%
+83.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.4% |
| 7D | -4.7% | +4.8% | -9.5% | -5.5% |
| 30D | -13.5% | -19.5% | +6.1% | -10.6% |
| 3M | -36.3% | -26.9% | -9.4% | -34.0% |
| 6M | +17.8% | +17.8% | 0.0% | +10.7% |
| YTD | +29.6% | +43.0% | -13.4% | +14.8% |
| 1Y | +45.8% | +32.1% | +13.7% | +28.0% |
| 3Y | -28.3% | +250.6% | -279.0% | -54.2% |
| 5Y | +49.6% | -6.6% | +56.3% | +7.5% |
| All | +85.1% | +1.6% | +83.6% | +28.3% |
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