+4.0%
RDW vs COMP
-52.3%
+56.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.7% | +2.8% |
| 7D | +4.8% | -8.4% | +13.2% | +7.0% |
| 30D | -19.5% | -20.2% | +0.6% | -15.2% |
| 3M | -26.9% | +28.1% | -55.0% | -31.9% |
| 6M | +17.8% | +14.9% | +2.9% | +11.1% |
| YTD | +43.0% | -4.2% | +47.2% | +40.5% |
| 1Y | +32.1% | +10.2% | +21.8% | +24.4% |
| 3Y | +250.6% | +203.3% | +47.4% | +137.5% |
| 5Y | -6.6% | -29.2% | +22.6% | -20.8% |
| All | +4.0% | -52.3% | +56.3% | -13.5% |
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