+11.1%
RDW vs BP
+35.3%
-24.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.2% | -0.8% | -4.6% |
| 7D | -14.3% | -8.4% | -5.9% | -13.8% |
| 30D | -26.0% | +2.2% | -28.2% | -26.0% |
| 3M | -27.4% | +8.8% | -36.2% | -27.9% |
| 6M | -10.6% | -0.5% | -10.1% | -6.2% |
| YTD | +1.6% | +36.2% | -34.6% | -20.7% |
| 1Y | +11.1% | +36.6% | -25.5% | -20.8% |
| All | +11.1% | +35.3% | -24.2% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling