+11.1%
RDW vs AS
+3.3%
+7.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.1% | -10.0% | -7.3% |
| 7D | -14.3% | +13.8% | -28.1% | -20.0% |
| 30D | -26.0% | +16.7% | -42.7% | -32.0% |
| 3M | -27.4% | -11.5% | -15.9% | -22.1% |
| 6M | -10.6% | -5.5% | -5.1% | -8.5% |
| YTD | +1.6% | -14.2% | +15.8% | +7.5% |
| 1Y | +11.1% | +2.1% | +9.0% | +4.1% |
| All | +11.1% | +3.3% | +7.8% | +4.1% |
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