+10.9%
RDW vs BP
+15.4%
-4.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.8% | -6.5% | -3.9% |
| 7D | +3.6% | +4.0% | -0.4% | +5.3% |
| 30D | -18.4% | +7.8% | -26.3% | -15.4% |
| 3M | -32.1% | +8.4% | -40.4% | -28.0% |
| 6M | +10.9% | +15.1% | -4.2% | +20.2% |
| All | +10.9% | +15.4% | -4.5% | +20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling