-6.1%
RDW vs EXR
-10.8%
+4.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.7% |
| 7D | +0.9% | -1.2% | +2.0% | +1.4% |
| 30D | -21.3% | -6.2% | -15.1% | -19.0% |
| 3M | -37.9% | -7.4% | -30.5% | -36.3% |
| 6M | +12.3% | -0.5% | +12.8% | +11.3% |
| YTD | +39.7% | +8.1% | +31.7% | +33.0% |
| 1Y | +25.7% | -2.9% | +28.6% | +25.5% |
| 3Y | +230.8% | +22.9% | +207.9% | +197.3% |
| All | -6.1% | -10.8% | +4.7% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 5y: compounded portfolio wealth divided by compounded EXR 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…
5y analysis · Full analysis span regression · 6 months rolling