+2.0%
RDW vs D
+14.4%
-12.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | +0.9% | -2.2% | +3.1% | +1.5% |
| 30D | -21.3% | -4.5% | -16.8% | -20.3% |
| 3M | -37.9% | -2.5% | -35.3% | -37.8% |
| 6M | +12.3% | +5.5% | +6.7% | +9.4% |
| YTD | +39.7% | +13.3% | +26.5% | +32.4% |
| 1Y | +25.7% | +11.8% | +13.8% | +19.5% |
| 3Y | +230.8% | +56.7% | +174.1% | +181.1% |
| 5Y | -8.8% | +4.3% | -13.0% | -22.5% |
| All | +2.0% | +14.4% | -12.3% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling