+4.4%
RDW vs DT
+18.2%
-13.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.8% |
| 7D | +4.8% | -2.5% | +7.4% | +6.0% |
| 30D | -19.5% | +3.5% | -23.1% | -21.4% |
| 3M | -26.9% | +26.7% | -53.6% | -36.5% |
| 6M | +17.8% | +36.1% | -18.4% | -2.7% |
| YTD | +43.0% | +18.6% | +24.4% | +25.6% |
| 1Y | +32.1% | +7.9% | +24.2% | +22.3% |
| 3Y | +250.6% | +8.6% | +242.1% | +232.4% |
| 5Y | -6.6% | -26.7% | +20.1% | -4.8% |
| All | +4.4% | +18.2% | -13.8% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling