+2.8%
RDW vs ALC
0.0%
+2.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.2% |
| 7D | +3.6% | -5.3% | +8.9% | +6.4% |
| 30D | -18.4% | -7.1% | -11.4% | -15.4% |
| 3M | -32.1% | +0.8% | -32.8% | -33.1% |
| 6M | +10.9% | -16.0% | +26.9% | +19.3% |
| YTD | +40.8% | -12.7% | +53.5% | +47.8% |
| 1Y | +31.1% | -12.8% | +44.0% | +36.8% |
| 3Y | +245.2% | -15.8% | +261.0% | +266.3% |
| 5Y | -16.7% | -16.7% | -0.1% | -12.3% |
| All | +2.8% | 0.0% | +2.8% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling