+230.8%
RDW vs DRI
+54.5%
+176.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -3.1% |
| 7D | +0.9% | -3.2% | +4.1% | +3.1% |
| 30D | -21.3% | -7.8% | -13.5% | -16.8% |
| 3M | -37.9% | +0.4% | -38.2% | -39.1% |
| 6M | +12.3% | +4.8% | +7.5% | +5.1% |
| YTD | +39.7% | +16.7% | +23.0% | +17.6% |
| 1Y | +25.7% | +1.5% | +24.2% | +19.5% |
| 3Y | +230.8% | +56.3% | +174.6% | +115.3% |
| All | +230.8% | +54.5% | +176.3% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling