+230.8%
RDW vs ALL
+152.0%
+78.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.3% |
| 7D | +0.9% | -2.3% | +3.1% | +0.8% |
| 30D | -21.3% | -0.4% | -20.9% | -21.3% |
| 3M | -37.9% | +16.0% | -53.9% | -39.0% |
| 6M | +12.3% | +24.6% | -12.3% | +7.6% |
| YTD | +39.7% | +23.7% | +16.1% | +32.8% |
| 1Y | +25.7% | +27.7% | -2.1% | +16.5% |
| 3Y | +230.8% | +150.2% | +80.6% | +86.8% |
| All | +230.8% | +152.0% | +78.9% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 3y: compounded portfolio wealth divided by compounded ALL 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…
3y analysis · Full analysis span regression · 6 months rolling