+28.3%
RDW vs AS
-21.9%
+50.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.0% | -0.3% |
| 7D | -3.1% | -4.9% | +1.8% | -0.6% |
| 30D | -1.8% | -19.6% | +17.8% | +9.6% |
| 3M | -50.9% | -14.4% | -36.5% | -47.4% |
| 6M | +13.5% | -20.1% | +33.6% | +24.7% |
| YTD | +38.6% | -20.9% | +59.5% | +51.5% |
| 1Y | +28.3% | -21.9% | +50.1% | +30.7% |
| All | +28.3% | -21.9% | +50.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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