+11.1%
RDW vs IR
+11.7%
-0.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.7% |
| 7D | -14.3% | +11.6% | -25.9% | -19.6% |
| 30D | -26.0% | +7.2% | -33.2% | -28.9% |
| 3M | -27.4% | -5.9% | -21.5% | -25.1% |
| 6M | -10.6% | +11.5% | -22.1% | -19.1% |
| YTD | +1.6% | +6.3% | -4.8% | -11.8% |
| 1Y | +11.1% | +9.1% | +2.0% | -6.0% |
| All | +11.1% | +11.7% | -0.6% | -6.0% |
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