+230.8%
RDW vs COO
-38.7%
+269.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +0.9% | -22.5% | +23.4% | +9.1% |
| 30D | -21.3% | -29.7% | +8.5% | -11.9% |
| 3M | -37.9% | -20.1% | -17.7% | -34.4% |
| 6M | +12.3% | -26.9% | +39.2% | +23.4% |
| YTD | +39.7% | -34.2% | +74.0% | +62.3% |
| 1Y | +25.7% | -21.3% | +46.9% | +34.3% |
| 3Y | +230.8% | -38.7% | +269.5% | +203.9% |
| All | +230.8% | -38.7% | +269.5% | +203.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling