+7.9%
RDW vs D
+17.7%
-9.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.1% | +6.5% |
| 7D | +9.5% | +0.8% | +8.7% | +9.2% |
| 30D | -17.4% | -0.7% | -16.6% | -17.2% |
| 3M | -39.5% | +2.1% | -41.6% | -40.3% |
| 6M | +31.3% | +6.8% | +24.5% | +27.7% |
| YTD | +47.8% | +16.5% | +31.2% | +39.0% |
| 1Y | +33.8% | +19.2% | +14.7% | +24.7% |
| 3Y | +262.3% | +61.9% | +200.4% | +205.3% |
| 5Y | -5.7% | +6.5% | -12.3% | -20.3% |
| All | +7.9% | +17.7% | -9.8% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling