+249.8%
RDW vs COMP
+216.2%
+33.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.3% | +10.0% | +7.4% |
| 7D | +9.5% | +4.1% | +5.4% | +8.4% |
| 30D | -17.4% | -14.5% | -2.8% | -14.6% |
| 3M | -39.5% | +41.8% | -81.3% | -44.8% |
| 6M | +31.3% | +23.6% | +7.8% | +22.7% |
| YTD | +47.8% | +1.7% | +46.1% | +43.3% |
| 1Y | +33.8% | +12.6% | +21.3% | +26.2% |
| All | +249.8% | +216.2% | +33.7% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling