+2.0%
RDW vs BTI
+120.6%
-118.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -21.3% | -1.1% | -20.2% | -21.1% |
| 3M | -37.9% | -8.8% | -29.1% | -37.1% |
| 6M | +12.3% | -4.0% | +16.2% | +10.8% |
| YTD | +39.7% | +0.4% | +39.4% | +35.9% |
| 1Y | +25.7% | +1.9% | +23.8% | +21.5% |
| 3Y | +230.8% | +108.5% | +122.3% | +133.7% |
| 5Y | -8.8% | +118.5% | -127.3% | -37.6% |
| All | +2.0% | +120.6% | -118.6% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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