+2.0%
RDW vs EXEL
+130.6%
-128.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.6% |
| 7D | +0.9% | -4.9% | +5.8% | +2.3% |
| 30D | -21.3% | +11.4% | -32.7% | -24.0% |
| 3M | -37.9% | +4.9% | -42.8% | -39.1% |
| 6M | +12.3% | +34.4% | -22.2% | +2.6% |
| YTD | +39.7% | +28.0% | +11.7% | +28.8% |
| 1Y | +25.7% | +43.6% | -18.0% | +11.6% |
| 3Y | +230.8% | +155.2% | +75.6% | +158.3% |
| 5Y | -8.8% | +181.2% | -189.9% | -31.5% |
| All | +2.0% | +130.6% | -128.5% | -23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling