-6.1%
RDW vs DG
-37.9%
+31.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | +0.9% | -6.5% | +7.3% | +2.0% |
| 30D | -21.3% | +4.2% | -25.4% | -22.0% |
| 3M | -37.9% | +9.5% | -47.4% | -39.5% |
| 6M | +12.3% | -13.1% | +25.4% | +14.5% |
| YTD | +39.7% | -4.8% | +44.6% | +39.2% |
| 1Y | +25.7% | +20.6% | +5.1% | +18.4% |
| 3Y | +230.8% | +4.9% | +225.9% | +201.9% |
| All | -6.1% | -37.9% | +31.8% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling