+7.9%
RDW vs AR
+420.4%
-412.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.5% | +6.8% |
| 7D | +9.5% | -1.8% | +11.3% | +9.9% |
| 30D | -17.4% | +12.6% | -30.0% | -19.8% |
| 3M | -39.5% | +10.0% | -49.5% | -41.4% |
| 6M | +31.3% | +0.6% | +30.7% | +29.4% |
| YTD | +47.8% | +13.4% | +34.4% | +39.6% |
| 1Y | +33.8% | +21.7% | +12.1% | +23.7% |
| 3Y | +262.3% | +45.8% | +216.4% | +223.4% |
| 5Y | -5.7% | +144.3% | -150.0% | -19.6% |
| All | +7.9% | +420.4% | -412.5% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling