+25.7%
RDW vs ECL
+3.7%
+22.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.5% |
| 7D | +0.9% | -1.1% | +2.0% | +1.0% |
| 30D | -21.3% | -0.8% | -20.5% | -21.2% |
| 3M | -37.9% | +5.0% | -42.9% | -39.7% |
| 6M | +12.3% | +0.2% | +12.0% | +10.8% |
| YTD | +39.7% | +5.8% | +34.0% | +31.3% |
| 1Y | +25.7% | +1.5% | +24.1% | +21.2% |
| All | +25.7% | +3.7% | +22.0% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling