+2.0%
RDW vs ET
+366.3%
-364.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.8% |
| 7D | +0.9% | +0.2% | +0.6% | +0.7% |
| 30D | -21.3% | +2.9% | -24.1% | -22.6% |
| 3M | -37.9% | +16.8% | -54.7% | -44.0% |
| 6M | +12.3% | +18.9% | -6.6% | -1.3% |
| YTD | +39.7% | +37.7% | +2.0% | +11.3% |
| 1Y | +25.7% | +32.4% | -6.8% | +2.7% |
| 3Y | +230.8% | +99.5% | +131.4% | +131.2% |
| 5Y | -8.8% | +244.0% | -252.7% | -46.7% |
| All | +2.0% | +366.3% | -364.3% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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