+230.8%
RDW vs ED
+33.0%
+197.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.4% |
| 7D | +0.9% | -0.8% | +1.6% | +0.4% |
| 30D | -21.3% | -0.4% | -20.9% | -21.4% |
| 3M | -37.9% | +0.5% | -38.3% | -37.3% |
| 6M | +12.3% | -3.1% | +15.4% | +12.2% |
| YTD | +39.7% | +9.8% | +29.9% | +46.0% |
| 1Y | +25.7% | +12.6% | +13.1% | +32.6% |
| 3Y | +230.8% | +31.4% | +199.4% | +206.0% |
| All | +230.8% | +33.0% | +197.8% | +206.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling