-6.1%
RDW vs ESI
+67.8%
-73.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.7% |
| 7D | +0.9% | -4.6% | +5.5% | +4.5% |
| 30D | -21.3% | -10.5% | -10.8% | -14.3% |
| 3M | -37.9% | -19.8% | -18.0% | -26.9% |
| 6M | +12.3% | +5.8% | +6.5% | +4.9% |
| YTD | +39.7% | +38.3% | +1.4% | +4.5% |
| 1Y | +25.7% | +31.5% | -5.8% | -1.4% |
| 3Y | +230.8% | +80.7% | +150.2% | +98.0% |
| All | -6.1% | +67.8% | -73.9% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling