+4.4%
RDW vs ESI
+93.2%
-88.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +4.8% |
| 7D | +4.8% | -2.3% | +7.1% | +6.5% |
| 30D | -19.5% | -9.0% | -10.5% | -14.0% |
| 3M | -26.9% | -13.3% | -13.6% | -19.4% |
| 6M | +17.8% | +5.3% | +12.5% | +11.7% |
| YTD | +43.0% | +37.6% | +5.4% | +11.4% |
| 1Y | +32.1% | +33.6% | -1.5% | +5.9% |
| 3Y | +250.6% | +75.8% | +174.9% | +131.2% |
| 5Y | -6.6% | +68.6% | -75.2% | -36.3% |
| All | +4.4% | +93.2% | -88.8% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling