+11.1%
RDW vs DT
-5.1%
+16.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.8% |
| 7D | -14.3% | -25.5% | +11.2% | -7.4% |
| 30D | -26.0% | -22.3% | -3.7% | -20.9% |
| 3M | -27.4% | +2.3% | -29.7% | -29.4% |
| 6M | -10.6% | +20.7% | -31.4% | -20.9% |
| YTD | +1.6% | +7.9% | -6.4% | -7.0% |
| 1Y | +11.1% | -5.7% | +16.8% | +15.6% |
| All | +11.1% | -5.1% | +16.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling