-15.2%
RDW vs ELV
+39.8%
-55.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -0.5% | -19.3% | -20.0% |
| 7D | -32.4% | +2.4% | -34.8% | -31.9% |
| 30D | -41.7% | +8.0% | -49.7% | -40.3% |
| 3M | -42.3% | +10.9% | -53.2% | -40.3% |
| 6M | -28.8% | +18.0% | -46.8% | -23.6% |
| YTD | -18.6% | +25.0% | -43.6% | -18.7% |
| 1Y | -15.2% | +38.5% | -53.7% | -23.5% |
| All | -15.2% | +39.8% | -55.0% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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