+362.6%
PSX vs RDW
-9.1%
+371.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | +1.7% | +0.9% | +0.9% | +1.7% |
| 30D | +15.6% | -21.3% | +36.9% | +16.7% |
| 3M | +46.5% | -37.9% | +84.3% | +48.9% |
| 6M | +55.0% | +12.3% | +42.7% | +51.0% |
| YTD | +105.3% | +39.7% | +65.5% | +95.6% |
| 1Y | +101.6% | +25.7% | +75.9% | +91.8% |
| 3Y | +134.1% | +230.8% | -96.7% | +102.5% |
| All | +362.6% | -9.1% | +371.6% | +314.0% |
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