+2.0%
RDW vs A
+20.0%
-17.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -3.9% |
| 7D | +0.9% | -2.6% | +3.5% | +2.3% |
| 30D | -21.3% | -0.9% | -20.4% | -21.1% |
| 3M | -37.9% | +13.6% | -51.5% | -43.0% |
| 6M | +12.3% | +27.8% | -15.6% | -5.5% |
| YTD | +39.7% | +8.6% | +31.1% | +30.7% |
| 1Y | +25.7% | +16.9% | +8.8% | +11.3% |
| 3Y | +230.8% | +32.9% | +197.9% | +162.5% |
| 5Y | -8.8% | -14.1% | +5.3% | -13.9% |
| All | +2.0% | +20.0% | -17.9% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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