+2.0%
RDW vs ALC
-3.5%
+5.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | +0.9% | -6.3% | +7.2% | +4.1% |
| 30D | -21.3% | -10.3% | -11.0% | -17.0% |
| 3M | -37.9% | -0.7% | -37.1% | -38.5% |
| 6M | +12.3% | -17.8% | +30.1% | +21.9% |
| YTD | +39.7% | -15.8% | +55.5% | +49.3% |
| 1Y | +25.7% | -16.7% | +42.4% | +34.3% |
| 3Y | +230.8% | -19.7% | +250.6% | +259.5% |
| 5Y | -8.8% | -19.8% | +11.0% | -2.2% |
| All | +2.0% | -3.5% | +5.5% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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