+25.7%
RDW vs ENB
+2.1%
+23.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.8% |
| 7D | +0.9% | -4.7% | +5.5% | -1.5% |
| 30D | -21.3% | -5.9% | -15.4% | -23.5% |
| 3M | -37.9% | -14.2% | -23.6% | -41.1% |
| 6M | +12.3% | -8.6% | +20.8% | +6.1% |
| YTD | +39.7% | +3.9% | +35.8% | +24.5% |
| 1Y | +25.7% | +1.8% | +23.9% | +17.5% |
| All | +25.7% | +2.1% | +23.6% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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