+11.1%
RDW vs BB
+88.0%
-76.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.0% | -11.9% | -8.4% |
| 7D | -14.3% | -6.8% | -7.5% | -11.3% |
| 30D | -26.0% | -3.5% | -22.5% | -25.1% |
| 3M | -27.4% | -1.2% | -26.1% | -27.8% |
| 6M | -10.6% | +57.0% | -67.6% | -28.4% |
| YTD | +1.6% | +131.1% | -129.6% | -35.5% |
| 1Y | +11.1% | +87.6% | -76.5% | -23.1% |
| All | +11.1% | +88.0% | -76.9% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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