+11.1%
RDW vs ETR
+18.4%
-7.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.7% | -7.7% | -4.8% |
| 7D | -14.3% | +3.7% | -18.0% | -14.2% |
| 30D | -26.0% | +11.0% | -37.0% | -25.9% |
| 3M | -27.4% | +3.4% | -30.8% | -27.3% |
| 6M | -10.6% | -3.3% | -7.4% | -10.8% |
| YTD | +1.6% | +23.3% | -21.7% | -21.6% |
| 1Y | +11.1% | +19.2% | -8.1% | -6.2% |
| All | +11.1% | +18.4% | -7.3% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling