-26.0%
RDW vs COMP
-52.0%
+25.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.2% |
| 7D | +7.2% | 0.0% | +7.2% | +7.3% |
| 30D | -10.3% | +16.6% | -26.9% | -13.5% |
| 3M | -41.4% | -23.5% | -17.9% | -37.6% |
| 6M | -32.5% | +25.7% | -58.3% | -37.2% |
| YTD | +1.7% | -3.4% | +5.1% | -0.2% |
| 1Y | +39.0% | +7.6% | +31.4% | +32.8% |
| 3Y | +214.2% | +423.6% | -209.4% | +87.5% |
| 5Y | -31.3% | -10.6% | -20.7% | -42.8% |
| All | -26.0% | -52.0% | +25.9% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling