-6.1%
RDW vs EL
-69.0%
+62.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | +0.9% | -6.5% | +7.3% | +3.5% |
| 30D | -21.3% | +11.1% | -32.4% | -25.3% |
| 3M | -37.9% | +10.7% | -48.6% | -41.2% |
| 6M | +12.3% | +6.9% | +5.4% | +7.0% |
| YTD | +39.7% | -6.3% | +46.0% | +39.6% |
| 1Y | +25.7% | +13.5% | +12.2% | +16.0% |
| 3Y | +230.8% | -33.1% | +263.9% | +241.3% |
| All | -6.1% | -69.0% | +62.9% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling