+230.8%
RDW vs EXE
+15.6%
+215.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.6% |
| 7D | +0.9% | -3.1% | +4.0% | +1.9% |
| 30D | -21.3% | -0.9% | -20.4% | -21.1% |
| 3M | -37.9% | +9.6% | -47.4% | -40.2% |
| 6M | +12.3% | -11.6% | +23.9% | +16.4% |
| YTD | +39.7% | -12.6% | +52.3% | +43.0% |
| 1Y | +25.7% | +1.2% | +24.5% | +13.4% |
| 3Y | +230.8% | +18.0% | +212.8% | +187.4% |
| All | +230.8% | +15.6% | +215.2% | +187.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling