+251.2%
RCL vs RDW
+1.6%
+249.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -2.5% | +4.8% | -7.3% | -3.1% |
| 30D | -15.7% | -19.5% | +3.9% | -13.3% |
| 3M | -3.6% | -26.9% | +23.3% | -0.9% |
| 6M | -8.7% | +17.8% | -26.4% | -15.0% |
| YTD | -6.2% | +43.0% | -49.2% | -17.8% |
| 1Y | -22.9% | +32.1% | -54.9% | -33.0% |
| 3Y | +173.6% | +250.6% | -77.1% | +76.2% |
| 5Y | +226.6% | -6.6% | +233.2% | +119.5% |
| All | +251.2% | +1.6% | +249.6% | +136.0% |
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 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