+2.0%
RDW vs BBY
+2.0%
0.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -3.9% |
| 7D | +0.9% | +0.6% | +0.3% | +0.5% |
| 30D | -21.3% | +9.4% | -30.7% | -25.5% |
| 3M | -37.9% | +19.3% | -57.2% | -45.0% |
| 6M | +12.3% | +47.9% | -35.7% | -12.5% |
| YTD | +39.7% | +39.6% | +0.2% | +12.2% |
| 1Y | +25.7% | +22.2% | +3.5% | +8.6% |
| 3Y | +230.8% | +45.0% | +185.9% | +149.0% |
| 5Y | -8.8% | +2.6% | -11.3% | -22.8% |
| All | +2.0% | +2.0% | 0.0% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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