+25.7%
RDW vs EXE
+1.0%
+24.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -3.2% |
| 7D | +0.9% | -3.1% | +4.0% | -0.5% |
| 30D | -21.3% | -0.9% | -20.4% | -21.5% |
| 3M | -37.9% | +9.6% | -47.4% | -35.0% |
| 6M | +12.3% | -11.6% | +23.9% | +6.9% |
| YTD | +39.7% | -12.6% | +52.3% | +36.3% |
| 1Y | +25.7% | +1.2% | +24.5% | +28.6% |
| All | +25.7% | +1.0% | +24.7% | +28.6% |
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