+2.0%
RDW vs DRI
+98.3%
-96.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -3.0% |
| 7D | +0.9% | -3.2% | +4.1% | +2.9% |
| 30D | -21.3% | -7.8% | -13.5% | -17.2% |
| 3M | -37.9% | +0.4% | -38.2% | -39.0% |
| 6M | +12.3% | +4.8% | +7.5% | +6.1% |
| YTD | +39.7% | +16.7% | +23.0% | +21.6% |
| 1Y | +25.7% | +1.5% | +24.2% | +20.7% |
| 3Y | +230.8% | +56.3% | +174.6% | +143.9% |
| 5Y | -8.8% | +66.4% | -75.2% | -38.5% |
| All | +2.0% | +98.3% | -96.3% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling