+238.6%
RDW vs AR
+44.8%
+193.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +4.8% | -1.3% | +6.1% | +5.2% |
| 30D | -19.5% | +3.5% | -23.1% | -20.6% |
| 3M | -26.9% | +9.9% | -36.8% | -30.0% |
| 6M | +17.8% | +4.5% | +13.2% | +13.5% |
| YTD | +43.0% | +13.7% | +29.4% | +30.8% |
| 1Y | +32.1% | +19.2% | +12.8% | +17.3% |
| All | +238.6% | +44.8% | +193.9% | +193.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling