+238.6%
RDW vs D
+60.0%
+178.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +4.8% | -1.6% | +6.4% | +5.5% |
| 30D | -19.5% | -3.5% | -16.0% | -18.5% |
| 3M | -26.9% | -1.6% | -25.3% | -27.1% |
| 6M | +17.8% | +5.8% | +12.0% | +13.4% |
| YTD | +43.0% | +14.5% | +28.5% | +31.3% |
| 1Y | +32.1% | +14.2% | +17.9% | +21.1% |
| All | +238.6% | +60.0% | +178.6% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling