+2.0%
RDW vs DTE
+53.1%
-51.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.9% |
| 7D | +0.9% | -2.6% | +3.4% | +1.6% |
| 30D | -21.3% | -4.4% | -16.9% | -20.3% |
| 3M | -37.9% | -8.3% | -29.5% | -36.8% |
| 6M | +12.3% | -8.1% | +20.3% | +13.8% |
| YTD | +39.7% | +4.4% | +35.3% | +34.4% |
| 1Y | +25.7% | +0.2% | +25.5% | +23.1% |
| 3Y | +230.8% | +42.6% | +188.2% | +196.5% |
| 5Y | -8.8% | +31.5% | -40.2% | -18.2% |
| All | +2.0% | +53.1% | -51.0% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling