+17.8%
RDW vs DG
-14.4%
+32.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.3% |
| 7D | +4.8% | -6.3% | +11.1% | +3.4% |
| 30D | -19.5% | +2.4% | -22.0% | -19.2% |
| 3M | -26.9% | +12.4% | -39.3% | -27.5% |
| 6M | +17.8% | -14.9% | +32.7% | +25.7% |
| All | +17.8% | -14.4% | +32.2% | +25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling