+2.0%
RDW vs BB
+2.1%
-0.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.9% |
| 7D | +0.9% | -0.4% | +1.2% | +1.0% |
| 30D | -21.3% | -12.5% | -8.7% | -17.7% |
| 3M | -37.9% | -17.4% | -20.4% | -34.4% |
| 6M | +12.3% | +119.1% | -106.9% | -14.3% |
| YTD | +39.7% | +102.4% | -62.6% | +9.8% |
| 1Y | +25.7% | +98.2% | -72.5% | -2.0% |
| 3Y | +230.8% | +46.9% | +183.9% | +171.7% |
| 5Y | -8.8% | -26.4% | +17.6% | -22.2% |
| All | +2.0% | +2.1% | -0.1% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling