+12.3%
RDW vs DTE
-8.7%
+21.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -3.1% |
| 7D | +0.9% | -2.6% | +3.4% | -0.8% |
| 30D | -21.3% | -4.4% | -16.9% | -23.5% |
| 3M | -37.9% | -8.3% | -29.5% | -42.2% |
| 6M | +12.3% | -8.1% | +20.3% | +5.6% |
| All | +12.3% | -8.7% | +21.0% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling