+2.0%
RDW vs FIVE
+25.8%
-23.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.9% |
| 7D | +0.9% | -3.0% | +3.9% | +2.1% |
| 30D | -21.3% | +2.7% | -24.0% | -22.4% |
| 3M | -37.9% | +21.1% | -59.0% | -42.6% |
| 6M | +12.3% | +11.9% | +0.3% | +5.4% |
| YTD | +39.7% | +29.9% | +9.9% | +23.6% |
| 1Y | +25.7% | +67.8% | -42.1% | +0.6% |
| 3Y | +230.8% | +52.8% | +178.1% | +145.8% |
| 5Y | -8.8% | +31.3% | -40.1% | -31.3% |
| All | +2.0% | +25.8% | -23.7% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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