+28.3%
RDW vs BR
-29.1%
+57.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +0.2% |
| 7D | -3.1% | -5.3% | +2.2% | -5.2% |
| 30D | -1.8% | +6.4% | -8.2% | +0.9% |
| 3M | -50.9% | +13.6% | -64.5% | -46.7% |
| 6M | +13.5% | -6.7% | +20.2% | +16.6% |
| YTD | +38.6% | -21.1% | +59.7% | +48.6% |
| 1Y | +28.3% | -29.6% | +57.8% | +31.9% |
| All | +28.3% | -29.1% | +57.3% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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