+10.9%
RDW vs ALC
-14.1%
+25.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -5.1% |
| 7D | +3.6% | -5.3% | +8.9% | +1.4% |
| 30D | -18.4% | -7.1% | -11.4% | -20.7% |
| 3M | -32.1% | +0.8% | -32.8% | -30.6% |
| 6M | +10.9% | -16.0% | +26.9% | +22.4% |
| All | +10.9% | -14.1% | +25.0% | +22.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling