+11.1%
RDW vs COO
-7.7%
+18.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.9% | -10.8% | -4.3% |
| 7D | -14.3% | +8.4% | -22.8% | -13.5% |
| 30D | -26.0% | +13.5% | -39.5% | -25.2% |
| 3M | -27.4% | -13.8% | -13.6% | -25.7% |
| 6M | -10.6% | +4.7% | -15.4% | -15.1% |
| YTD | +1.6% | -21.4% | +23.0% | +26.8% |
| 1Y | +11.1% | -6.7% | +17.8% | +16.7% |
| All | +11.1% | -7.7% | +18.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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