+332.8%
PSX vs RDW
+1.6%
+331.2%
-44.4%
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 | +1.5% | +4.8% | -3.3% | +1.3% |
| 30D | +15.8% | -19.5% | +35.4% | +16.9% |
| 3M | +43.0% | -26.9% | +69.9% | +44.3% |
| 6M | +61.1% | +17.8% | +43.3% | +56.5% |
| YTD | +104.5% | +43.0% | +61.5% | +94.5% |
| 1Y | +102.5% | +32.1% | +70.5% | +92.1% |
| 3Y | +133.5% | +250.6% | -117.2% | +100.7% |
| 5Y | +367.0% | -6.6% | +373.6% | +320.6% |
| All | +332.8% | +1.6% | +331.2% | +281.9% |
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