+2.8%
RDW vs COO
-33.4%
+36.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.2% | +1.5% | -1.9% |
| 7D | +3.6% | -9.0% | +12.5% | +7.9% |
| 30D | -18.4% | -16.8% | -1.6% | -11.6% |
| 3M | -32.1% | -7.5% | -24.6% | -30.7% |
| 6M | +10.9% | -16.3% | +27.2% | +18.4% |
| YTD | +40.8% | -22.5% | +63.3% | +57.1% |
| 1Y | +31.1% | -7.0% | +38.1% | +32.9% |
| 3Y | +245.2% | -27.5% | +272.6% | +279.5% |
| 5Y | -16.7% | -43.3% | +26.6% | -6.9% |
| All | +2.8% | -33.4% | +36.2% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling