+2.0%
RDW vs ALB
-30.3%
+32.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -0.8% |
| 7D | +0.9% | -6.6% | +7.5% | +3.9% |
| 30D | -21.3% | -8.1% | -13.2% | -18.7% |
| 3M | -37.9% | -25.7% | -12.2% | -29.6% |
| 6M | +12.3% | -29.5% | +41.7% | +29.8% |
| YTD | +39.7% | -16.2% | +55.9% | +51.3% |
| 1Y | +25.7% | +59.2% | -33.6% | +4.3% |
| 3Y | +230.8% | -33.7% | +264.6% | +243.3% |
| 5Y | -8.8% | -48.1% | +39.4% | -0.7% |
| All | +2.0% | -30.3% | +32.4% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling