+11.1%
RDW vs AR
+14.7%
-3.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.3% | +1.3% | -6.2% |
| 7D | -14.3% | -11.1% | -3.2% | -16.5% |
| 30D | -26.0% | +7.9% | -33.9% | -24.2% |
| 3M | -27.4% | +4.9% | -32.3% | -25.8% |
| 6M | -10.6% | -5.3% | -5.3% | -8.2% |
| YTD | +1.6% | +8.6% | -7.0% | +7.1% |
| 1Y | +11.1% | +13.7% | -2.6% | +11.2% |
| All | +11.1% | +14.7% | -3.6% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling