+2.0%
RDW vs ESI
+94.2%
-92.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.7% |
| 7D | +0.9% | -4.6% | +5.5% | +4.2% |
| 30D | -21.3% | -10.5% | -10.8% | -14.9% |
| 3M | -37.9% | -19.8% | -18.0% | -27.8% |
| 6M | +12.3% | +5.8% | +6.5% | +6.1% |
| YTD | +39.7% | +38.3% | +1.4% | +8.4% |
| 1Y | +25.7% | +31.5% | -5.8% | +1.8% |
| 3Y | +230.8% | +80.7% | +150.2% | +114.5% |
| 5Y | -8.8% | +69.4% | -78.2% | -38.0% |
| All | +2.0% | +94.2% | -92.2% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling