+17.8%
RDW vs DT
+32.7%
-14.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.2% |
| 7D | +4.8% | -2.5% | +7.4% | +5.4% |
| 30D | -19.5% | +3.5% | -23.1% | -20.5% |
| 3M | -26.9% | +26.7% | -53.6% | -33.9% |
| 6M | +17.8% | +36.1% | -18.4% | -1.5% |
| All | +17.8% | +32.7% | -14.9% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling