-15.2%
RDW vs DTE
+4.1%
-19.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -1.9% | -17.9% | -20.5% |
| 7D | -32.4% | +0.3% | -32.7% | -32.2% |
| 30D | -41.7% | +5.2% | -46.9% | -40.3% |
| 3M | -42.3% | -2.5% | -39.7% | -42.9% |
| 6M | -28.8% | -4.4% | -24.4% | -31.4% |
| YTD | -18.6% | +7.2% | -25.8% | -25.5% |
| 1Y | -15.2% | +4.1% | -19.3% | -20.2% |
| All | -15.2% | +4.1% | -19.3% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling