+11.1%
RDW vs EXE
-18.4%
+29.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -6.2% |
| 7D | -14.3% | -4.7% | -9.7% | -16.2% |
| 30D | -26.0% | +1.0% | -27.0% | -25.5% |
| 3M | -27.4% | -5.6% | -21.8% | -29.3% |
| 6M | -10.6% | -12.3% | +1.7% | -16.1% |
| YTD | +1.6% | -19.5% | +21.1% | -5.8% |
| 1Y | +11.1% | -18.9% | +30.0% | -5.2% |
| All | +11.1% | -18.4% | +29.5% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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