+2.0%
RDW vs BTG
+28.3%
-26.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +0.9% | -3.8% | +4.6% | +2.0% |
| 30D | -21.3% | +3.6% | -24.9% | -22.6% |
| 3M | -37.9% | +32.0% | -69.9% | -44.0% |
| 6M | +12.3% | +3.4% | +8.9% | +8.9% |
| YTD | +39.7% | +20.8% | +19.0% | +30.3% |
| 1Y | +25.7% | +22.4% | +3.3% | +16.2% |
| 3Y | +230.8% | +91.7% | +139.1% | +168.4% |
| 5Y | -8.8% | +79.0% | -87.8% | -27.2% |
| All | +2.0% | +28.3% | -26.3% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 all: compounded portfolio wealth divided by compounded BTG 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…
all analysis · Full analysis span regression · 6 months rolling