+2.0%
RDW vs ECL
+34.8%
-32.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -3.3% |
| 7D | +0.9% | -1.1% | +2.0% | +1.5% |
| 30D | -21.3% | -0.8% | -20.5% | -21.0% |
| 3M | -37.9% | +5.0% | -42.9% | -40.9% |
| 6M | +12.3% | +0.2% | +12.0% | +10.1% |
| YTD | +39.7% | +5.8% | +34.0% | +31.3% |
| 1Y | +25.7% | +1.5% | +24.1% | +21.3% |
| 3Y | +230.8% | +55.0% | +175.9% | +143.7% |
| 5Y | -8.8% | +29.3% | -38.0% | -35.6% |
| All | +2.0% | +34.8% | -32.8% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling