+11.1%
RDW vs ES
-1.6%
+12.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -4.7% |
| 7D | -14.3% | +5.3% | -19.6% | -13.9% |
| 30D | -26.0% | +8.9% | -34.9% | -25.5% |
| 3M | -27.4% | -1.9% | -25.4% | -26.9% |
| 6M | -10.6% | +3.9% | -14.5% | -11.5% |
| YTD | +1.6% | +8.3% | -6.7% | -2.7% |
| 1Y | +11.1% | -0.1% | +11.2% | +8.9% |
| All | +11.1% | -1.6% | +12.7% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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