+272.3%
RDW vs AS
+104.6%
+167.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.3% |
| 7D | +4.8% | -3.9% | +8.7% | +6.8% |
| 30D | -19.5% | -19.0% | -0.5% | -10.5% |
| 3M | -26.9% | -18.8% | -8.1% | -19.5% |
| 6M | +17.8% | -21.0% | +38.8% | +31.4% |
| YTD | +43.0% | -26.6% | +69.6% | +65.3% |
| 1Y | +32.1% | -25.3% | +57.4% | +50.2% |
| All | +272.3% | +104.6% | +167.7% | +235.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling