+2.0%
RDW vs DAR
-3.2%
+5.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.5% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -21.3% | +2.6% | -23.9% | -22.4% |
| 3M | -37.9% | +14.2% | -52.1% | -41.7% |
| 6M | +12.3% | +17.2% | -4.9% | +4.0% |
| YTD | +39.7% | +80.9% | -41.1% | +8.5% |
| 1Y | +25.7% | +104.0% | -78.3% | -7.7% |
| 3Y | +230.8% | +3.6% | +227.2% | +204.5% |
| 5Y | -8.8% | -7.8% | -1.0% | -11.9% |
| All | +2.0% | -3.2% | +5.2% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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