+230.8%
RDW vs EXPE
+157.0%
+73.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.7% |
| 7D | +0.9% | -5.8% | +6.6% | +2.4% |
| 30D | -21.3% | -13.6% | -7.7% | -18.1% |
| 3M | -37.9% | +25.2% | -63.0% | -43.9% |
| 6M | +12.3% | +22.3% | -10.1% | +0.7% |
| YTD | +39.7% | -0.3% | +40.0% | +33.7% |
| 1Y | +25.7% | +27.8% | -2.1% | +5.6% |
| 3Y | +230.8% | +162.4% | +68.4% | +112.0% |
| All | +230.8% | +157.0% | +73.8% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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