+219.1%
RCL vs RDW
-9.1%
+228.1%
-67.6%
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% | +0.7% |
| 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% | -14.6% |
| YTD | -5.8% | +39.7% | -45.5% | -17.4% |
| 1Y | -24.5% | +25.7% | -50.1% | -34.0% |
| 3Y | +173.9% | +230.8% | -56.9% | +75.6% |
| All | +219.1% | -9.1% | +228.1% | +111.7% |
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 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