+28.3%
RDW vs AU
+100.5%
-72.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.9% | +2.7% |
| 7D | -3.1% | -3.6% | +0.5% | -1.3% |
| 30D | -1.8% | +23.9% | -25.7% | -13.4% |
| 3M | -50.9% | +19.1% | -69.9% | -56.0% |
| 6M | +13.5% | -0.2% | +13.6% | +8.2% |
| YTD | +38.6% | +32.5% | +6.1% | +21.9% |
| 1Y | +28.3% | +96.9% | -68.7% | +1.6% |
| All | +28.3% | +100.5% | -72.2% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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