+4.4%
RDW vs DAR
-1.3%
+5.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.3% |
| 7D | +4.8% | +0.9% | +3.9% | +4.4% |
| 30D | -19.5% | +6.4% | -26.0% | -21.9% |
| 3M | -26.9% | +13.2% | -40.1% | -31.3% |
| 6M | +17.8% | +26.2% | -8.4% | +5.8% |
| YTD | +43.0% | +84.4% | -41.3% | +10.1% |
| 1Y | +32.1% | +112.0% | -80.0% | -4.5% |
| 3Y | +250.6% | +13.4% | +237.3% | +211.1% |
| 5Y | -6.6% | -6.0% | -0.6% | -10.5% |
| All | +4.4% | -1.3% | +5.7% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling