+238.6%
RDW vs ES
+27.6%
+211.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.6% | +2.1% |
| 7D | +4.8% | -3.5% | +8.3% | +5.8% |
| 30D | -19.5% | -3.0% | -16.5% | -19.0% |
| 3M | -26.9% | -0.3% | -26.6% | -27.6% |
| 6M | +17.8% | -5.2% | +22.9% | +18.6% |
| YTD | +43.0% | +4.8% | +38.2% | +38.2% |
| 1Y | +32.1% | +12.7% | +19.4% | +23.2% |
| All | +238.6% | +27.6% | +211.0% | +194.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling