+2.0%
RDW vs BG
+102.5%
-100.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.8% |
| 7D | +0.9% | +3.1% | -2.3% | +0.1% |
| 30D | -21.3% | +10.2% | -31.5% | -23.4% |
| 3M | -37.9% | -1.7% | -36.2% | -37.7% |
| 6M | +12.3% | +1.0% | +11.3% | +10.6% |
| YTD | +39.7% | +39.9% | -0.2% | +25.4% |
| 1Y | +25.7% | +53.2% | -27.5% | +9.2% |
| 3Y | +230.8% | +16.3% | +214.6% | +209.7% |
| 5Y | -8.8% | +83.9% | -92.6% | -21.6% |
| All | +2.0% | +102.5% | -100.5% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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