-6.1%
RDW vs INDA
+5.7%
-11.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -3.5% |
| 7D | +0.9% | -2.7% | +3.5% | +4.3% |
| 30D | -21.3% | -2.8% | -18.5% | -18.5% |
| 3M | -37.9% | +1.6% | -39.5% | -39.5% |
| 6M | +12.3% | -1.4% | +13.7% | +15.0% |
| YTD | +39.7% | -10.1% | +49.9% | +59.8% |
| 1Y | +25.7% | -8.8% | +34.5% | +40.8% |
| 3Y | +230.8% | +7.6% | +223.2% | +196.6% |
| All | -6.1% | +5.7% | -11.8% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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