-6.1%
RDW vs DD
+56.1%
-62.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +0.9% | -3.5% | +4.4% | +3.9% |
| 30D | -21.3% | -11.7% | -9.6% | -12.8% |
| 3M | -37.9% | -9.2% | -28.6% | -32.9% |
| 6M | +12.3% | -7.2% | +19.4% | +19.9% |
| YTD | +39.7% | +6.6% | +33.1% | +33.4% |
| 1Y | +25.7% | +32.0% | -6.3% | +1.4% |
| 3Y | +230.8% | +42.1% | +188.7% | +148.6% |
| All | -6.1% | +56.1% | -62.2% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling