+11.1%
RDW vs EXEL
+92.4%
-81.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.2% |
| 7D | -14.3% | +9.8% | -24.1% | -17.5% |
| 30D | -26.0% | +23.6% | -49.6% | -32.4% |
| 3M | -27.4% | +29.9% | -57.3% | -35.9% |
| 6M | -10.6% | +64.7% | -75.4% | -31.1% |
| YTD | +1.6% | +66.0% | -64.4% | -23.0% |
| 1Y | +11.1% | +92.0% | -80.9% | -27.0% |
| All | +11.1% | +92.4% | -81.3% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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