+25.7%
RDW vs ELV
+36.0%
-10.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.2% |
| 7D | +0.9% | +3.2% | -2.3% | +1.4% |
| 30D | -21.3% | +5.4% | -26.6% | -20.5% |
| 3M | -37.9% | +5.4% | -43.2% | -37.1% |
| 6M | +12.3% | +45.7% | -33.4% | +23.0% |
| YTD | +39.7% | +21.2% | +18.5% | +35.0% |
| 1Y | +25.7% | +35.6% | -9.9% | +10.5% |
| All | +25.7% | +36.0% | -10.3% | +10.5% |
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