+11.1%
RDW vs COMP
+23.8%
-12.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.7% | -12.7% | -7.2% |
| 7D | -14.3% | +9.5% | -23.8% | -16.8% |
| 30D | -26.0% | +8.1% | -34.1% | -28.1% |
| 3M | -27.4% | -16.3% | -11.0% | -24.1% |
| 6M | -10.6% | +42.2% | -52.9% | -24.2% |
| YTD | +1.6% | -5.0% | +6.6% | +0.3% |
| 1Y | +11.1% | +20.1% | -9.0% | -6.8% |
| All | +11.1% | +23.8% | -12.7% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling