+10.9%
RDW vs DAR
+28.8%
-18.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -4.9% |
| 7D | +3.6% | -0.2% | +3.7% | +3.6% |
| 30D | -18.4% | +7.4% | -25.9% | -20.3% |
| 3M | -32.1% | +15.7% | -47.7% | -36.9% |
| 6M | +10.9% | +30.0% | -19.1% | -10.0% |
| All | +10.9% | +28.8% | -18.0% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling