+4.4%
RDW vs EXEL
+135.9%
-131.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | +4.8% | -2.9% | +7.7% | +5.6% |
| 30D | -19.5% | +11.9% | -31.4% | -22.4% |
| 3M | -26.9% | +9.2% | -36.1% | -29.2% |
| 6M | +17.8% | +39.1% | -21.3% | +6.5% |
| YTD | +43.0% | +31.0% | +12.0% | +31.0% |
| 1Y | +32.1% | +52.3% | -20.3% | +15.3% |
| 3Y | +250.6% | +159.7% | +90.9% | +172.2% |
| 5Y | -6.6% | +187.7% | -194.3% | -30.4% |
| All | +4.4% | +135.9% | -131.5% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling