+2.0%
RDW vs DT
+17.4%
-15.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | +0.9% | -1.6% | +2.5% | +1.5% |
| 30D | -21.3% | +3.0% | -24.3% | -22.9% |
| 3M | -37.9% | +26.5% | -64.4% | -46.0% |
| 6M | +12.3% | +35.9% | -23.7% | -7.2% |
| YTD | +39.7% | +17.8% | +21.9% | +23.1% |
| 1Y | +25.7% | +4.1% | +21.6% | +18.6% |
| 3Y | +230.8% | +5.3% | +225.5% | +217.7% |
| 5Y | -8.8% | -27.2% | +18.4% | -6.7% |
| All | +2.0% | +17.4% | -15.4% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling