-39.5%
RDW vs ALB
-17.8%
-21.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +4.0% | +4.6% |
| 7D | +9.5% | -4.4% | +13.9% | +13.0% |
| 30D | -17.4% | -1.2% | -16.2% | -18.3% |
| 3M | -39.5% | -13.3% | -26.2% | -39.2% |
| All | -39.5% | -17.8% | -21.7% | -39.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling