-1.8%
RDW vs EXE
+188.3%
-190.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +4.8% | -2.2% | +7.0% | +5.5% |
| 30D | -19.5% | -0.8% | -18.7% | -19.4% |
| 3M | -26.9% | +10.0% | -36.9% | -29.3% |
| 6M | +17.8% | -6.3% | +24.1% | +18.9% |
| YTD | +43.0% | -10.7% | +53.7% | +44.6% |
| 1Y | +32.1% | +2.7% | +29.4% | +25.8% |
| 3Y | +250.6% | +19.1% | +231.5% | +223.3% |
| 5Y | -6.6% | +105.4% | -112.0% | -25.9% |
| All | -1.8% | +188.3% | -190.1% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling