+28.3%
RDW vs IR
-1.2%
+29.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +0.8% |
| 7D | -3.1% | -2.8% | -0.3% | -1.5% |
| 30D | -1.8% | -15.1% | +13.4% | +7.5% |
| 3M | -50.9% | +6.1% | -56.9% | -54.2% |
| 6M | +13.5% | -16.8% | +30.3% | +23.9% |
| YTD | +38.6% | -3.5% | +42.1% | +33.0% |
| 1Y | +28.3% | -3.5% | +31.7% | +26.7% |
| All | +28.3% | -1.2% | +29.5% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling