+2.8%
RDW vs CAPR
+95.5%
-92.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.6% | -0.1% | -4.5% |
| 7D | +3.6% | -12.6% | +16.2% | +4.2% |
| 30D | -18.4% | +124.4% | -142.9% | -21.8% |
| 3M | -32.1% | -66.8% | +34.7% | -30.9% |
| 6M | +10.9% | -71.8% | +82.7% | +13.4% |
| YTD | +40.8% | -70.1% | +110.9% | +43.3% |
| 1Y | +31.1% | +33.3% | -2.2% | +12.1% |
| 3Y | +245.2% | +36.7% | +208.5% | +145.9% |
| 5Y | -16.7% | +72.5% | -89.2% | -49.3% |
| All | +2.8% | +95.5% | -92.7% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling