+2.0%
RDW vs BNY
+310.7%
-308.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.9% | -1.3% | +2.2% | +2.1% |
| 30D | -21.3% | -0.2% | -21.1% | -21.2% |
| 3M | -37.9% | +14.9% | -52.8% | -46.7% |
| 6M | +12.3% | +40.0% | -27.7% | -20.0% |
| YTD | +39.7% | +42.0% | -2.2% | -1.3% |
| 1Y | +25.7% | +56.9% | -31.2% | -19.0% |
| 3Y | +230.8% | +289.9% | -59.0% | +11.1% |
| 5Y | -8.8% | +259.2% | -268.0% | -68.1% |
| All | +2.0% | +310.7% | -308.7% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling