+10.9%
RDW vs ED
-2.9%
+13.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -5.8% |
| 7D | +3.6% | -0.2% | +3.7% | +3.2% |
| 30D | -18.4% | +1.9% | -20.4% | -15.7% |
| 3M | -32.1% | +1.9% | -33.9% | -29.8% |
| 6M | +10.9% | -2.3% | +13.1% | +14.2% |
| All | +10.9% | -2.9% | +13.8% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling