+2.8%
RDW vs ALL
+166.9%
-164.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.8% | -4.7% |
| 7D | +3.6% | -2.2% | +5.8% | +4.0% |
| 30D | -18.4% | -5.6% | -12.9% | -17.6% |
| 3M | -32.1% | +17.2% | -49.3% | -35.4% |
| 6M | +10.9% | +23.2% | -12.4% | +2.8% |
| YTD | +40.8% | +23.6% | +17.2% | +28.9% |
| 1Y | +31.1% | +29.2% | +2.0% | +17.1% |
| 3Y | +245.2% | +153.8% | +91.3% | +136.8% |
| 5Y | -16.7% | +116.1% | -132.8% | -41.0% |
| All | +2.8% | +166.9% | -164.2% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling