+230.8%
RDW vs DG
+4.6%
+226.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | +0.9% | -6.5% | +7.3% | +1.6% |
| 30D | -21.3% | +4.2% | -25.4% | -21.8% |
| 3M | -37.9% | +9.5% | -47.4% | -39.1% |
| 6M | +12.3% | -13.1% | +25.4% | +14.2% |
| YTD | +39.7% | -4.8% | +44.6% | +39.2% |
| 1Y | +25.7% | +20.6% | +5.1% | +19.4% |
| 3Y | +230.8% | +4.9% | +225.9% | +174.9% |
| All | +230.8% | +4.6% | +226.2% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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