-30.5%
RDW vs COMP
+15.4%
-45.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.7% |
| 7D | +29.7% | +8.9% | +20.8% | +26.9% |
| 30D | -12.3% | +14.0% | -26.3% | -14.2% |
| 3M | -40.5% | -21.1% | -19.3% | -39.1% |
| 6M | -30.5% | +20.1% | -50.6% | -29.5% |
| All | -30.5% | +15.4% | -45.9% | -29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling