+230.8%
RDW vs DD
+41.1%
+189.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +0.9% | -3.5% | +4.4% | +4.2% |
| 30D | -21.3% | -11.7% | -9.6% | -11.7% |
| 3M | -37.9% | -9.2% | -28.6% | -32.3% |
| 6M | +12.3% | -7.2% | +19.4% | +20.7% |
| YTD | +39.7% | +6.6% | +33.1% | +31.9% |
| 1Y | +25.7% | +32.0% | -6.3% | -2.1% |
| 3Y | +230.8% | +42.1% | +188.7% | +144.4% |
| All | +230.8% | +41.1% | +189.7% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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