-6.1%
RDW vs ALL
+115.3%
-121.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +0.9% | -2.3% | +3.1% | +1.3% |
| 30D | -21.3% | -0.4% | -20.9% | -21.3% |
| 3M | -37.9% | +16.0% | -53.9% | -40.8% |
| 6M | +12.3% | +24.6% | -12.3% | +3.3% |
| YTD | +39.7% | +23.7% | +16.1% | +27.3% |
| 1Y | +25.7% | +27.7% | -2.1% | +12.0% |
| 3Y | +230.8% | +150.2% | +80.6% | +120.3% |
| All | -6.1% | +115.3% | -121.4% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling