-6.1%
RDW vs BIL
+19.5%
-25.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.2% |
| 7D | +0.9% | +0.1% | +0.8% | +1.0% |
| 30D | -21.3% | +0.3% | -21.6% | -20.8% |
| 3M | -37.9% | +0.9% | -38.8% | -36.4% |
| 6M | +12.3% | +1.8% | +10.4% | +14.8% |
| YTD | +39.7% | +2.5% | +37.2% | +41.5% |
| 1Y | +25.7% | +3.7% | +22.0% | +28.8% |
| 3Y | +230.8% | +14.1% | +216.7% | +115.7% |
| All | -6.1% | +19.5% | -25.6% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 5y: compounded portfolio wealth divided by compounded BIL 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…
5y analysis · Full analysis span regression · 6 months rolling