+7.9%
RDW vs FIVE
+30.6%
-22.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.9% | +6.3% |
| 7D | +9.5% | +3.7% | +5.8% | +7.8% |
| 30D | -17.4% | +4.0% | -21.3% | -18.9% |
| 3M | -39.5% | +36.2% | -75.8% | -46.7% |
| 6M | +31.3% | +18.0% | +13.3% | +20.8% |
| YTD | +47.8% | +34.9% | +12.9% | +28.8% |
| 1Y | +33.8% | +67.9% | -34.1% | +7.0% |
| 3Y | +262.3% | +57.3% | +204.9% | +166.0% |
| 5Y | -5.7% | +39.5% | -45.2% | -30.2% |
| All | +7.9% | +30.6% | -22.8% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling