+252.7%
RCL vs RDW
-0.7%
+253.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | -1.9% | +0.9% | -2.8% | -2.1% |
| 30D | -15.5% | -21.3% | +5.7% | -12.9% |
| 3M | -9.7% | -37.9% | +28.2% | -5.0% |
| 6M | -8.7% | +12.3% | -21.0% | -14.5% |
| YTD | -5.8% | +39.7% | -45.5% | -17.2% |
| 1Y | -24.5% | +25.7% | -50.1% | -33.9% |
| 3Y | +173.9% | +230.8% | -56.9% | +78.1% |
| 5Y | +228.0% | -8.8% | +236.7% | +121.1% |
| All | +252.7% | -0.7% | +253.5% | +137.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling