-6.1%
RDW vs ACI
-39.5%
+33.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -2.5% |
| 7D | +0.9% | -3.7% | +4.6% | +1.1% |
| 30D | -21.3% | +0.6% | -21.9% | -21.4% |
| 3M | -37.9% | -20.3% | -17.5% | -37.0% |
| 6M | +12.3% | -24.7% | +36.9% | +14.4% |
| YTD | +39.7% | -27.2% | +67.0% | +42.6% |
| 1Y | +25.7% | -32.7% | +58.4% | +29.8% |
| 3Y | +230.8% | -43.9% | +274.7% | +248.1% |
| All | -6.1% | -39.5% | +33.4% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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