+271.3%
RDW vs BTSG
+389.4%
-118.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -3.2% |
| 7D | +0.9% | -3.3% | +4.1% | +2.7% |
| 30D | -21.3% | -1.6% | -19.7% | -21.1% |
| 3M | -37.9% | -6.9% | -31.0% | -37.4% |
| 6M | +12.3% | +42.1% | -29.8% | -15.9% |
| YTD | +39.7% | +56.8% | -17.1% | -3.0% |
| 1Y | +25.7% | +109.8% | -84.1% | -30.1% |
| All | +271.3% | +389.4% | -118.1% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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