+4.4%
RDW vs EL
-59.5%
+63.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.5% |
| 7D | +4.8% | -4.4% | +9.2% | +6.6% |
| 30D | -19.5% | +10.3% | -29.8% | -23.4% |
| 3M | -26.9% | +13.4% | -40.3% | -31.4% |
| 6M | +17.8% | +3.1% | +14.7% | +14.0% |
| YTD | +43.0% | -6.9% | +49.9% | +43.3% |
| 1Y | +32.1% | +11.9% | +20.2% | +22.8% |
| 3Y | +250.6% | -33.8% | +284.5% | +262.5% |
| 5Y | -6.6% | -69.0% | +62.3% | +40.4% |
| All | +4.4% | -59.5% | +63.9% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling