+2.0%
RDW vs AU
+441.5%
-439.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | +0.9% | -4.3% | +5.1% | +1.7% |
| 30D | -21.3% | +7.3% | -28.6% | -22.7% |
| 3M | -37.9% | +26.3% | -64.2% | -40.9% |
| 6M | +12.3% | +1.8% | +10.5% | +10.6% |
| YTD | +39.7% | +26.8% | +12.9% | +35.0% |
| 1Y | +25.7% | +66.7% | -41.0% | +18.6% |
| 3Y | +230.8% | +579.1% | -348.2% | +187.1% |
| 5Y | -8.8% | +689.3% | -698.1% | -26.2% |
| All | +2.0% | +441.5% | -439.4% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling