-6.1%
RDW vs DT
-27.6%
+21.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.9% |
| 7D | +0.9% | -1.6% | +2.5% | +1.6% |
| 30D | -21.3% | +3.0% | -24.3% | -23.1% |
| 3M | -37.9% | +26.5% | -64.4% | -46.9% |
| 6M | +12.3% | +35.9% | -23.7% | -9.4% |
| YTD | +39.7% | +17.8% | +21.9% | +21.1% |
| 1Y | +25.7% | +4.1% | +21.6% | +17.7% |
| 3Y | +230.8% | +5.3% | +225.5% | +215.2% |
| All | -6.1% | -27.6% | +21.5% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling