+32.1%
RDW vs COMP
+7.7%
+24.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.7% | +3.0% |
| 7D | +4.8% | -8.4% | +13.2% | +7.2% |
| 30D | -19.5% | -20.2% | +0.6% | -14.7% |
| 3M | -26.9% | +28.1% | -55.0% | -32.9% |
| 6M | +17.8% | +14.9% | +2.9% | +10.3% |
| YTD | +43.0% | -4.2% | +47.2% | +39.9% |
| 1Y | +32.1% | +10.2% | +21.8% | +23.4% |
| All | +32.1% | +7.7% | +24.4% | +23.4% |
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