+11.1%
RDW vs EFV
+25.8%
-14.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.1% | -8.1% | -12.9% |
| 7D | -14.3% | +2.9% | -17.2% | -21.0% |
| 30D | -26.0% | +3.6% | -29.6% | -33.0% |
| 3M | -27.4% | -0.1% | -27.3% | -27.0% |
| 6M | -10.6% | +9.6% | -20.3% | -29.2% |
| YTD | +1.6% | +17.0% | -15.4% | -37.0% |
| 1Y | +11.1% | +25.7% | -14.6% | -38.4% |
| All | +11.1% | +25.8% | -14.7% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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