+11.1%
RDW vs ED
+27.1%
-16.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -7.9% | -0.6% |
| 7D | -14.3% | +5.4% | -19.7% | -7.3% |
| 30D | -26.0% | +16.4% | -42.3% | -7.6% |
| 3M | -27.4% | +11.9% | -39.3% | -14.5% |
| 6M | -10.6% | +11.6% | -22.2% | +7.8% |
| YTD | +1.6% | +24.1% | -22.5% | +45.0% |
| 1Y | +11.1% | +26.9% | -15.8% | +63.3% |
| All | +11.1% | +27.1% | -16.0% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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