+230.8%
RDW vs DT
+7.2%
+223.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.9% |
| 7D | +0.9% | -1.6% | +2.5% | +1.7% |
| 30D | -21.3% | +3.0% | -24.3% | -23.4% |
| 3M | -37.9% | +26.5% | -64.4% | -48.6% |
| 6M | +12.3% | +35.9% | -23.7% | -14.2% |
| YTD | +39.7% | +17.8% | +21.9% | +17.8% |
| 1Y | +25.7% | +4.1% | +21.6% | +18.4% |
| 3Y | +230.8% | +5.3% | +225.5% | +222.6% |
| All | +230.8% | +7.2% | +223.6% | +222.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling