+4.4%
RDW vs ACI
+5.4%
-0.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.7% |
| 7D | +4.8% | -7.1% | +11.9% | +5.3% |
| 30D | -19.5% | -4.5% | -15.1% | -19.3% |
| 3M | -26.9% | -22.3% | -4.6% | -25.8% |
| 6M | +17.8% | -28.4% | +46.2% | +20.5% |
| YTD | +43.0% | -29.5% | +72.5% | +46.2% |
| 1Y | +32.1% | -34.2% | +66.3% | +36.1% |
| 3Y | +250.6% | -45.7% | +296.3% | +268.1% |
| 5Y | -6.6% | -40.8% | +34.2% | -4.6% |
| All | +4.4% | +5.4% | -0.9% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling