+4.4%
RDW vs BEN
+65.2%
-60.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.7% |
| 7D | +4.8% | +0.3% | +4.5% | +4.5% |
| 30D | -19.5% | +0.9% | -20.4% | -20.2% |
| 3M | -26.9% | +9.2% | -36.1% | -32.0% |
| 6M | +17.8% | +36.8% | -19.0% | -6.9% |
| YTD | +43.0% | +44.4% | -1.4% | +8.3% |
| 1Y | +32.1% | +45.8% | -13.8% | -1.3% |
| 3Y | +250.6% | +52.5% | +198.1% | +150.3% |
| 5Y | -6.6% | +37.7% | -44.3% | -30.4% |
| All | +4.4% | +65.2% | -60.8% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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