+238.6%
RDW vs CAPR
+31.5%
+207.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +1.7% |
| 7D | +4.8% | -10.6% | +15.4% | +5.2% |
| 30D | -19.5% | +111.2% | -130.7% | -21.8% |
| 3M | -26.9% | -67.2% | +40.3% | -26.0% |
| 6M | +17.8% | -75.1% | +92.9% | +20.2% |
| YTD | +43.0% | -71.2% | +114.3% | +45.1% |
| 1Y | +32.1% | +31.1% | +1.0% | +18.5% |
| All | +238.6% | +31.5% | +207.1% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling